The Impact of Structuring on CMBS Class Performance

Journal of Portfolio Management

Volumn , Issue SPEC ISS., 2003, Pages 76-86

  Jacob, David P ^a   Fabozzi, Frank J ^b  

^a Nomura Securities International Inc   (United States)

^b YALE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0141872447     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2003.319910     Document Type: Review

References (2)

1. Cheng, Da, Adrian Cooper, and Jason Huang. "Understanding Prepayments in CMBS Deals." Chapter 8 in Frank J. Fabozzi and David Jacob, eds., The Handbook of Commercial Mortgage-Backed Securities. New Hope, PA: Frank J. Fabozzi Associates, 1999.
2. Phillips, Joshua R., and Elizabeth Hoyt. "Aging Deals: Changes in CMBS Deal Diversity and Loan Concentration over Time and Other Age Related Issues." Nomura Fixed Income Research, October 8, 2002.