MBS and residential mortgage loans
- Rise of the Machines: Application of Machine Learning to Mortgage Prepayment ModelingGlenn M. Schultz and Frank J. FabozziThe Journal of Fixed Income November 2021, jfi.2021.1.123; DOI: https://doi.org/10.3905/jfi.2021.1.123
- Rank-Based Error Tracking for Agency MBS Prepayment ModelsJiawei “David” ZhangThe Journal of Fixed Income June 2020, 30 (1) 81-89; DOI: https://doi.org/10.3905/jfi.2020.1.090
- Representation and Warranty Enforcement: Using Blockchain Technology to Improve the Investor ExperiencePatrick J. Tadie and Joseph DellerThe Journal of Structured Finance July 2020, 26 (2) 83-87; DOI: https://doi.org/10.3905/jsf.2020.1.104
- Pattern Risk of the Securitized Biopharmaceutical Mega-FundCarlos E. Ortiz, Charles A. Stone and Anne ZissuThe Journal of Structured Finance July 2020, 26 (2) 30-44; DOI: https://doi.org/10.3905/jsf.2020.1.103
- Foreclosures and Their Costs: Could They Have Been Avoided? The Case of California during the Mortgage CrisisMejda Bahlous-BoldiThe Journal of Structured Finance July 2020, 26 (2) 9-29; DOI: https://doi.org/10.3905/jsf.2020.1.102
- The Mortgage Meltdown and the Failure of Investor ProtectionMark AdelsonThe Journal of Structured Finance April 2020, 26 (1) 63-86; DOI: https://doi.org/10.3905/jsf.2020.1.095
- ABS East 2019 Conference NotesMark AdelsonThe Journal of Structured Finance January 2020, 25 (4) 59-82; DOI: https://doi.org/10.3905/jsf.2019.1.089
- Highlights from Structured Finance Association (SFA)The Journal of Structured Finance January 2020, 25 (4) 102-107; DOI: https://doi.org/10.3905/jsf.2019.25.4.102
- US House Price Projections from the Economic Impact of the CoronavirusJiawei “David” Zhang, Yihai Yu and Joy ZhangThe Journal of Structured Finance October 2020, 26 (3) 52-62; DOI: https://doi.org/10.3905/jsf.2020.1.117
- Drivers of Mortgage Spreads across the Business and Housing CycleHamilton Fout and Doug DuncanThe Journal of Structured Finance October 2020, 26 (3) 92-108; DOI: https://doi.org/10.3905/jsf.2020.1.116
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