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    • Optimal mortgage loan securitization and the subprime crisis 

      Mukuddem-Petersen, J.; Petersen, Mark Adam; Schoeman, I.M.; Mulaudzi, M.P. (Springer, 2010)
      We analyze the process of mortgage loan securitization that has been a root cause of the current subprime mortgage crisis (SMC). In particular, we solve an optimal securitization problem for banks that has the cash outflow ...