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Secured loans and risky assets in a monetary economy
Chu, Yuchi; Li, Yiting - In: Journal of money, credit and banking : JMCB 56 (2024) 2/3, pp. 395-427
Persistent link: https://www.econbiz.de/10014544028
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Comparative dynamics of housing finance : a cross-country analysis
Rim, Jongseok - In: Journal of international financial markets, … 94 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015063165
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Modeling credit losses for multiple loan portfolios
Gapko, Petr; S̆mid, Martin - In: Finance a úvěr 69 (2019) 6, pp. 558-579
Persistent link: https://www.econbiz.de/10012303180
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Multi-period structural model of a mortgage portfolio with cointegrated factors
Gapko, Petr; Šmíd, Martin - In: Finance a úvěr 66 (2016) 6, pp. 565-574
Persistent link: https://www.econbiz.de/10011582648
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Immobilien als vorrangige Asset Klasse in NPL-Portfolios
Aumann, Stefan; Vogel, Ludwig - In: Non Performing Loans (NPL) : Problemkredite - …, (pp. 267-283). 2006
Persistent link: https://www.econbiz.de/10003322440
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Application of stochastic optimal control to financial market debt crises
Stein, Jerome L. - 2009
recent subprime mortgage crisis. Why did the financial markets fail to anticipate the recent debt crisis, despite the large … early warning signal of the recent crisis. -- Stochastic optimal control ; dynamic optimization ; mortgage crisis ; Ito …
Persistent link: https://www.econbiz.de/10003807893
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Real estate portfolio strategy and product innovation in Europe
Hoesli, Martin (contributor); Lekander, Jon (contributor) - 2006
Persistent link: https://www.econbiz.de/10003459179
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Mortgage-backed securities in a strategic asset allocation framework
Brennan, Myles; Kobor, Adam - In: Interest rate models, asset allocation and quantitative …, (pp. 225-248). 2010
Persistent link: https://www.econbiz.de/10008746609
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Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securities
Zissu, Anne-Marie; Ortiz, Carlos; Stone, Charles A. - In: Journal of risk finance : the convergence of financial … 11 (2010) 4, pp. 377-400
Persistent link: https://www.econbiz.de/10008656310
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Mortgage-backed securities in a strategic asset allocation framework
Brennan, Myles; Kobor, Adam - In: Interest rate models, asset allocation and quantitative …, (pp. 225-248). 2010
Persistent link: https://www.econbiz.de/10003940944