Mortgage contract design and systemic risk immunization
Geoffrey Poitras, Giovanna Zanotti
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Poitras, Geoffrey ; Zanotti, Giovanna |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 45.2016, p. 320-331
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| Subject: | Classical fixed income immunization theory | Mortgage contract design | Systemic risk management | Hypothek | Mortgage | Systemrisiko | Systemic risk | Vertragstheorie | Contract theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Anleihe | Bond | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2014.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011583868