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Risk measurement of mortgage-backed security portfolios via principal components and regression analyses

Thesis (M.S.)--Worcester Polytechnic Institute. / Keywords: portfolio risk decomposition; principal components regression; principal components analysis; mortgage-backed securities. Includes bibliographical references (p. 88-89).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/52758426
Date January 2003
CreatorsMotyka, Matt.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis.

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