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Publications by Martin Smid

Dynamic Model of Losses of a Creditor With a Large Mortgage Portfolio

SSRN Electronic Journal

English

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On a Model of Portfolio Selection With Benchmark

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Methods for Mortgage Portfolio Refinancing Cost Reduction Under Mortgage Securitization: The Case of Russian Originators

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Ordering of Optimal Portfolio Allocations in a Model With a Mixture of Fundamental Risks

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Dynamic Portfolio Model Based on the Analysis of the Influencing Factors

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A Dynamic Portfolio of American Option Using Fuzzy Binomial Method

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A Simplified Model for Portfolio Analysis

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Cyclical Correlations, Credit Contagion, and Portfolio Losses

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A Dynamic Model of Repositioning

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Quantifying Credit Portfolio Losses Under Multi-Factor Models

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