Mortgage portfolio diversification in the presence of cross-sectional and spatial dependence
Year of publication: |
2020
|
---|---|
Authors: | Dombrowski, Timothy ; Pace, R. Kelley ; Narayanan, Rajesh |
Published in: |
Essays in honor of Cheng Hsiao. - Bingley : Emerald, ISBN 978-1-78560-958-9. - 2020, p. 383-411
|
Subject: | Hypothek | Mortgage | Portfolio-Management | Portfolio selection | Theorie | Theory |
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