MBS and residential mortgage loans
- A Primer on Italian RMBSLuciano Chiarelli and Francesco BattazziThe Journal of Structured Finance April 2006, 12 (1) 95-102; DOI: https://doi.org/10.3905/jsf.2006.628548
- Editor's LetterHenry A. DavisThe Journal of Structured Finance April 2006, 12 (1) 1; DOI: https://doi.org/10.3905/jsf.2006.628554
- Securitizations After Securities Offering ReformJon D. Van Gorp and Christopher B. HornThe Journal of Structured Finance January 2006, 11 (4) 6-20; DOI: https://doi.org/10.3905/jsf.2006.614078
- e-Trends Take Off in Mortgage ServicesJohn MathisThe Journal of Private Equity May 2017, 20 (3) 19-21; DOI: https://doi.org/10.3905/jpe.2017.20.3.019
- The Emergence of MENA As an Economic Tiger and Its Implications for Commercial Real EstateBracken J WhiteThe Journal of Private Equity November 2008, 12 (1) 85-91; DOI: https://doi.org/10.3905/JPE.2008.12.1.085
- On the Use of Leveraged-Inverse ETFs to Hedge Risk in Publicly Traded Mortgage PortfoliosRichard J. Curcio, Randy I. Anderson and Hany GuirguisThe Journal of Index Investing November 2015, 6 (3) 40-57; DOI: https://doi.org/10.3905/jii.2015.6.3.040
- Using Google Sheets to Determine Mortgage InformationTom Arnold, John H. Earl and Cassandra D. MarshallThe Journal of Wealth Management January 2017, 19 (4) 128-131; DOI: https://doi.org/10.3905/jwm.2017.19.4.128
- Rise of the Machines: Application of Machine Learning to Mortgage Prepayment ModelingGlenn M. Schultz and Frank J. FabozziThe Journal of Fixed Income December 2021, 31 (3) 6-19; DOI: https://doi.org/10.3905/jfi.2021.1.123
- Conditional Fixed Income Correlations: Skews and StraddlesZava AydemirThe Journal of Fixed Income December 2020, 30 (3) 83-107; DOI: https://doi.org/10.3905/jfi.2020.30.3.083
- Rank-Based Error Tracking for Agency MBS Prepayment ModelsJiawei “David” ZhangThe Journal of Fixed Income June 2020, 30 (1) 81-89; DOI: https://doi.org/10.3905/jfi.2020.1.090
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