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Pan Kang
Information about the author Pan Kang will soon be added to the site.
Found
2 papers
in total
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Date Ascending
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Mean-absolute deviation portfolio optimization for mortgage-backed securities
1993
The authors develop an integrated simulation/optimization model for managing...
Complete prepayment models for mortgage-backed securities
1992
The estimation of prepayment rates for pools of mortgages is a critical component in...
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