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Optimal allocation between subprime structured mortgage products and treasuries
Optimal allocation between subprime structured mortgage products and treasuries
2011
MmboniseniPhanuel Mulaudzi
M. A. Petersen
J. Mukuddem-Petersen
I. M. Schoeman
B. De Waal
Jacob Manale
Keywords:
Financial system
Value at risk
Credit default swap
Credit risk
Subprime mortgage crisis
Business
Correction
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