Peter Diep

AQR Capital Management, LLC

2 Greenwich Plaza

Greenwich, CT

United States

  • AQR Capital Management, LLC

SCHOLARLY PAPERS

1

DOWNLOADS

322

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

The Cross Section of MBS Returns

Downloads 322 ( 98,311)
Citation 1

The Cross Section of MBS Returns

Number of pages: 60 Posted: 09 Dec 2016 Last Revised: 23 Sep 2018
Peter Diep, Andrea L. Eisfeldt and Scott A. Richardson
AQR Capital Management, LLC, UCLA Anderson School of Management and AQR Capital Management, LLC
Downloads 274 (116,411)
Citation 1

Abstract:

Loading...

Mortgages, Mortgage Backed Securities, Prepayment, Expected Returns

Prepayment Risk and Expected MBS Returns

NBER Working Paper No. w22851
Number of pages: 49 Posted: 21 Nov 2016
Peter Diep, Andrea L. Eisfeldt and Scott A. Richardson
AQR Capital Management, LLC, UCLA Anderson School of Management and AQR Capital Management, LLC
Downloads 48 (421,478)

Abstract:

Loading...