Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Author "Kang, Pan"
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Article
Complete Prepayment Models for Mortgage-Backed Securities
Kang, Pan; Zenios, Stavros A. (1992)The estimation of prepayment rates for pools of mortgages is a critical component in determining the value of mortgage-backed securities—MBS for short—and derivative products. This paper discusses the development of ...
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Article
Mean-absolute deviation portfolio optimization for mortgage-backed securities
Zenios, Stavros A.; Kang, Pan (1993)