Research and publications

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