Factor-based models
- Practical Applications of The Capacity of Factor StrategiesDavid Blitz and Thom MarchesiniPractical Applications October 2020, 8 (2) 1-6; DOI: https://doi.org/10.3905/pa.8.2.391
- Investor Reporting ConcernsMichael G. Bradley, Ron D’Vari and Michele OldsThe Journal of Structured Finance January 2013, 18 (4) 166-187; DOI: https://doi.org/10.3905/jsf.2013.18.4.166
- Latest Developments in Mortgage Analytics
for InvestorsRaj Dosaj, Michael Bradley, Dan Abraham, Ron D’Vari and Brian GrowThe Journal of Structured Finance January 2013, 18 (4) 134-165; DOI: https://doi.org/10.3905/jsf.2013.18.4.134 - Key Accounting and Tax DevelopmentsLisa Filomia-AktasThe Journal of Structured Finance January 2013, 18 (4) 101-102; DOI: https://doi.org/10.3905/jsf.2013.18.4.101
- Proposed Reform of the Rating Agency
Compensation ModelMahesh Kotecha, Sharon Ryan, Roy Weinberger and Michael DiGiacomoThe Journal of Structured Finance April 2012, 18 (1) 71-75; DOI: https://doi.org/10.3905/jsf.2012.18.1.071 - Latest Developments in Mortgage Analytics for InvestorsBrian Linde, Suhrud Dagli and Raj DosajThe Journal of Structured Finance January 2012, 17 (4) 184-195; DOI: https://doi.org/10.3905/jsf.2012.17.4.184
- Diversified Mortgage Guarantee Model: Securitization
through TBAManoj SinghThe Journal of Structured Finance October 2011, 17 (3) 19-28; DOI: https://doi.org/10.3905/jsf.2011.17.3.019 - Investing in Microfinance: The Case of TunisiaEymen Errais and Sarra Ben MiledThe Journal of Private Equity May 2015, 18 (3) 79-96; DOI: https://doi.org/10.3905/jpe.2015.18.3.079
- Performance Measurement in Private Equity: Another Look at the Lagged Beta EffectMark AnsonThe Journal of Private Equity November 2013, 17 (1) 29-44; DOI: https://doi.org/10.3905/jpe.2013.17.1.029
- What Really Drives Risk Premium and Abnormal Returns
in Private Equity Funds? A New PerspectiveFernando Scarpati and Wilson NgThe Journal of Private Equity August 2013, 16 (4) 8-20; DOI: https://doi.org/10.3905/jpe.2013.16.4.008
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