PSA Duration: Conquering the Prepayment Risk of Mortgage Portfolios
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References listed on IDEAS
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More about this item
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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