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~accessRights:"restricted"
~person:"Tsai, Ming-shann"
~subject:"Derivative"
~subject:"Interest rate"
~subject:"Portfolio-Management"
~subject:"Risiko"
~subject:"Zins"
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Tsai, Ming-shann
Mele, Antonio
4
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Journal of housing economics
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The journal of real estate finance and economics
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ECONIS (ZBW)
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Determining an optimal principal limit factor for reverse mortgages under economics-based models
Chiang, Shu Ling
;
Tsai, Ming-shann
;
Wang, Chien-an
- In:
The journal of real estate finance and economics
63
(
2021
)
4
,
pp. 565-597
Persistent link: https://www.econbiz.de/10012653290
Saved in:
2
Assessing mortgage servicing rights using a reduced-form model : considering the effects of interest rate risks, prepayment and default risks, and random state variables
Chiang, Shu Ling
;
Yang, Tyler
;
Tsai, Ming-shann
- In:
Journal of housing economics
32
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011631690
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