Are NPL-backed securities an investment opportunity?
Year of publication: |
2020
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Authors: | Bolognesi, Enrica ; Stucchi, Patrizia ; Miani, Stefano |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 77.2020, p. 327-339
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Subject: | Securitization | Asset backed securities | Junior notes | Non-performing loans | Value at risk | Verbriefung | Asset-Backed Securities | Asset-backed securities | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market | Notleidender Kredit | Non-performing loan | Kreditrisiko | Credit risk | Kapitalanlage | Financial investment | Wertpapier | Securities | Risikomanagement | Risk management |
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