{"title":"Contributions of The Journal of Fixed Income to MBS Analysis","authors":"Frank J. Fabozzi","doi":"10.3905/jfi.2022.1.140","DOIUrl":null,"url":null,"abstract":"Over the past 31 years, The Journal of Fixed Income has published articles that were primers about the structure and risk characteristics for the growing number of complex mortgage-related securities introduced in the market and analytical tools for evaluating their value and risk characteristics. In addition, articles in the journal have influenced important public policy decisions regarding the housing finance market. In this article, the author reviews 74 articles published in The Journal of Fixed Income that cover topics of critical importance to participants in the mortgage-backed securities market.","PeriodicalId":53711,"journal":{"name":"Journal of Fixed Income","volume":"32 1","pages":"28 - 52"},"PeriodicalIF":0.0000,"publicationDate":"2022-08-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Fixed Income","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3905/jfi.2022.1.140","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
Over the past 31 years, The Journal of Fixed Income has published articles that were primers about the structure and risk characteristics for the growing number of complex mortgage-related securities introduced in the market and analytical tools for evaluating their value and risk characteristics. In addition, articles in the journal have influenced important public policy decisions regarding the housing finance market. In this article, the author reviews 74 articles published in The Journal of Fixed Income that cover topics of critical importance to participants in the mortgage-backed securities market.
期刊介绍:
The Journal of Fixed Income (JFI) provides sophisticated analytical research and case studies on bond instruments of all types – investment grade, high-yield, municipals, ABSs and MBSs, and structured products like CDOs and credit derivatives. Industry experts offer detailed models and analysis on fixed income structuring, performance tracking, and risk management. JFI keeps you on the front line of fixed income practices by: •Staying current on the cutting edge of fixed income markets •Managing your bond portfolios more efficiently •Evaluating interest rate strategies and manage interest rate risk •Gaining insights into the risk profile of structured products.