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Filtering by: Keyword principal components analysis Collections Masters Theses

1. Risk Measurement of Mortgage-Backed Security Portfolios via Principal Components and Regression Analyses

Keyword:: Mortgage-Backed securities, portfolio risk decomposition, principal components regression, and principal components analysis
Creator:: Motyka, Matt
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2003-04-29
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences