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Understanding and measuring risks in agency CMOs

Nicholas Arcidiacono; Larry Cordell; Andrew Davidson; Alex Levin
Year of publication:
2013
Authors: Arcidiacono, Nicholas ; Cordell, Larry ; Davidson, Andrew S. ; Levin, Alexander
Publisher: Philadelphia, Pa. : Federal Reserve Bank of Philadelphia, Research Dep.
Subject: Risiko | Risk | Prinzipal-Agent-Theorie | Agency theory | Messung | Measurement | Risikomanagement | Risk management | Theorie | Theory
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