Essays on Mortgage Portfolio Diversification

Timothy Patrick Dombrowski

Essays on Mortgage Portfolio Diversification

University of Missouri-St. Louis

Research output: Thesis › Doctoral Thesis

Original language	American English
Qualification	Ph.D.
State	Published - Jan 1 2020

Disciplines

Economics

Cite this

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title = "Essays on Mortgage Portfolio Diversification",

author = "Dombrowski, {Timothy Patrick}",

note = "Portfolios of mortgage loans played an important role in the Great Recession and continue to compose a material part of bank assets. The distribution of mortgage portfolio returns, and consequently, the risk of these portfolios, is quite distinct even from other fixed income asset classes.",

year = "2020",

month = jan,

day = "1",

language = "American English",

}

TY - BOOK

T1 - Essays on Mortgage Portfolio Diversification

AU - Dombrowski, Timothy Patrick

N1 - Portfolios of mortgage loans played an important role in the Great Recession and continue to compose a material part of bank assets. The distribution of mortgage portfolio returns, and consequently, the risk of these portfolios, is quite distinct even from other fixed income asset classes.

PY - 2020/1/1

Y1 - 2020/1/1

UR - https://digitalcommons.lsu.edu/gradschool_dissertations/5160/

M3 - Doctoral Thesis

ER -

Essays on Mortgage Portfolio Diversification

Disciplines

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