Practical Implications of Mark-to-Market of Illiquid Mortgage-Backed Securities

[PDF] cicfconf.org

[PDF][PDF] The Performances of MBS Mutual Funds and Hedge Funds: Another Puzzle

AL Loviscek - 2005 - cicfconf.org
Mutual funds that target mortgage-backed securities (MBS) as an investment objective have
underperformed the Lehman MBS Index by an average of 141 basis points annually from …
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