400 Howard Street
San Francisco, CA 94105
in Total Papers Downloads
in Total Papers Citations
Asymmetric Information, Mortgage-Backed Securities
tail risk, portfolio construction, mean-variance optimization, conditional value at risk
Prepayment, default, mortgage, valuation, house price, transaction cost, heterogeneity
Stock-bond relationship, Lead-lag relationship, Firm-specific information, Market efficiency
Municipal, bond, price, volatility, volume
Yields, spreads, default, insolvency, liquidity
Analyst forecasts, earnings management, expectations management
Term structure, expectations hypothesis, commercial paper
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