The convexity trap : pitfalls in financing mortgage portfolios and related securities
Year of publication: |
1992
|
---|---|
Authors: | Gilkeson, James H. |
Other Persons: | Smith, Stephen DeWitt (contributor) |
Published in: |
Economic review. - Atlanta, Ga., ISSN 0732-1813, ZDB-ID 862010-6. - Vol. 77.1992, 6, p. 14-27
|
Subject: | Portfolio-Management | Portfolio selection | Hypothek | Mortgage | Verbriefung | Securitization | Theorie | Theory |
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