Andrew Davidson and Alex Levin Published White Paper in The Journal of Fixed Income, "Risk-Neutral Prepayment Model: Twenty Years Later," July 2026. Read More!
Interest Rate Model Selection: A Conscientious Choice for Mortgage Investors
The Journal of Portfolio Management, "Interest Rate Model Selection: A Conscientious Choice for Mortgage Investors,"-pp. 74-86, Vol. 30, No. 2, Winter 2004