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 |
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
