1. Bhardwaj, G., Sengupta, R., 2008. Did Prepayments Sustain the Subprime Market? Research Division, Federal Reserve Bank of St. Louis Working Paper 2008-039A (Oct. 2008), pp. 1–44.
2. Portfolio performance manipulation and manipulation-proof performance measures;Goetzmann;Rev. Financ. Studies,2007
3. A mean/variance analysis of tracking error;Roll;J. Portfol. Manage.,1992
4. Archer, W.R., David L., Gary M., 2001. Prepayment Risk and Lower Income Borrowers, Joint Center for Housing Studies, Working Paper, pp. 1–41.
5. Risk, return and hedging of fixed-rate mortgages;Breeden,1995