MBS and residential mortgage loans
- Securitization and the Supply Cycle: Evidence from
the REIT MarketFrank Packer, Timothy Riddiough and Jimmy ShekThe Journal of Portfolio Management September 2013, 39 (5) 134-143; DOI: https://doi.org/10.3905/jpm.2013.39.5.134 - The Deeper Causes of the Financial Crisis:
Mortgages Alone Cannot Explain ItMark AdelsonThe Journal of Portfolio Management April 2013, 39 (3) 16-31; DOI: https://doi.org/10.3905/jpm.2013.39.3.016 - Jumps and Cojumps in Subprime Home Equity DerivativesBruce MizrachThe Journal of Portfolio Management January 2012, 38 (2) 136-146; DOI: https://doi.org/10.3905/jpm.2012.38.2.136
- Can Securitization Work? Economic, Structural,
and Policy ConsiderationsTimothy J. RiddioughThe Journal of Portfolio Management September 2011, 37 (5) 24-38; DOI: https://doi.org/10.3905/jpm.2011.37.5.024 - Mortgage Flows and Commercial Property Price CyclesJim Clayton and Liang PengThe Journal of Portfolio Management September 2011, 37 (5) 183-191; DOI: https://doi.org/10.3905/jpm.2011.37.5.183
- European CMBS Pricing: Bond, Mortgage, and Real Estate CharacteristicsGianluca Marcato and Giovanni Alberto TiraThe Journal of Portfolio Management September 2011, 37 (5) 137-153; DOI: https://doi.org/10.3905/jpm.2011.37.5.137
- The Concept of Credit OAS in Valuation of MBSAlexander Levin and Andrew DavidsonThe Journal of Portfolio Management April 2008, 34 (3) 41-55; DOI: https://doi.org/10.3905/jpm.2008.706242
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