Three essays in commercial mortgages

This dissertation consists of three essays on the topic of commercial mortgages. The first paper contributes to the commercial mortgage literature and the multiple factor asset-pricing literature by creating a model for commercial mortgage returns. The result of an initial analysis using the five...

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Bibliographic Details
Main Author: Holmes, Cynthia
Language:English
Published: 2009
Subjects:
Online Access:http://hdl.handle.net/2429/16961