@phdthesis{4a5162c013c140dd99e605146edee3c2,
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",
}