MBS and residential mortgage loans
- Safety in Separation: How Unbundling Emerging Mortgage Markets Benefits Borrowers, Lenders, and MBS InvestorsBrigitte PoschThe Journal of Structured Finance April 2010, 16 (1) 60-64; DOI: https://doi.org/10.3905/jsf.2010.16.1.060
- Completing the Picture of Loan ModificationsLarry Barnett and Bill PughThe Journal of Structured Finance April 2010, 16 (1) 28-32; DOI: https://doi.org/10.3905/jsf.2010.16.1.028
- Predicting Agency Prepayments in the Current Market Environment: Why Yesterday’s Predictive Models Won’t Hold Water TodayJonathon Weiner, Wesley Winter and Kyle G. LundstedtThe Journal of Structured Finance April 2010, 16 (1) 21-27; DOI: https://doi.org/10.3905/jsf.2010.16.1.021
- Editor’s LetterHenry A. DavisThe Journal of Structured Finance April 2010, 16 (1) 1; DOI: https://doi.org/10.3905/jsf.2010.16.1.001
- Are Credit Enhancements Risk-Sensitive? A New Technique for Evaluating Structured Finance Ratings PerformanceMartin Hansen and Ebru DemirThe Journal of Structured Finance January 2010, 15 (4) 58-66; DOI: https://doi.org/10.3905/JSF.2010.15.4.058
- Automated Valuation Models and Non-Agency RMBS Property Evaluation and AnalysisRod E. Jensen and Jonathan ReiflerThe Journal of Structured Finance January 2010, 15 (4) 43-57; DOI: https://doi.org/10.3905/JSF.2010.15.4.043
- Editor’s LetterHenry A DavisThe Journal of Structured Finance January 2010, 15 (4) 1-2; DOI: https://doi.org/10.3905/JSF.2010.15.4.001
- The Impact of Structure on the Value of CMO BondsAndrew ChasenThe Journal of Structured Finance October 2009, 15 (3) 26-31; DOI: https://doi.org/10.3905/JSF.2009.15.3.026
- Covered Bonds: A New Source of U.S. Mortgage Loan Funding?Douglas J. Lucas, Frank J. Fabozzi, Laurie S. Goodman, Andrea Montanari and Armin PeterThe Journal of Structured Finance October 2008, 14 (3) 44-48; DOI: https://doi.org/10.3905/JSF.2008.14.3.044
- The Breakpoint GridAlexander LevinThe Journal of Structured Finance October 2008, 14 (3) 37-43; DOI: https://doi.org/10.3905/JSF.2008.14.3.037
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (99)
- Derivatives
- Options (548)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (464)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (614)
- Retirement (481)
- Social security (98)
- Pension funds (175)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (143)
- Other (329)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1818)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1818)
- ESG investing (330)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1361)
- Simulations (295)
- Quantitative methods (437)
- Real assets/alternative investments/private equity
- Real estate (219)
- Commodities (194)
- Other real assets (99)
- Currency (172)
- Private equity (741)
- Risk management
- Credit risk management (299)
- Tail risks (164)
- Risk management (855)
- Security analysis and valuation
- Technical analysis (113)