The Three-Factor Hedging Strategy for Mortgage Pass-Through Securities: Empirical Evidence
The Journal of Fixed Income, Winter 2019, Vol. 28 N° 3 pp. 55 - 67
Author(s):
Emory E. Ruscus, Frank J. Fabozzi, Glenn Schultz
Summary:
The Journal of Fixed Income, Winter 2019, Vol. 28 N° 3 pp. 55 - 67
Type :
Academic Publication
Date :
07/01/2019
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