Mortgage portfolio diversification in the presence of cross-sectional and spatial dependence
Timothy Dombrowski, R. Kelley Pace and Rajesh P. Narayanan
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-905320200000041014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249453