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

RBS Capital Markets

Frank J. Fabozzi

EDHEC Business School

Glenn Schultz

Bond Lab, LLC,

The Journal of Fixed Income, Winter 2019, Vol. 28 N° 3 pp. 55 - 67

Type: Academic publication
Date: le 07/01/2019
Research Cluster : Finance
Source : The Journal of Fixed Income

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