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Explaining Complexity in Actual Securitization Structures: An Epistemic Pitfall in Corporate Finance

Laurent Gauthier
The Journal of Fixed Income Summer 2023, jfi.2023.1.158; DOI: https://doi.org/10.3905/jfi.2023.1.158
Laurent Gauthier
is managing director at Structured Products Experts GmbH in Germany, and a member of the European Center for Research in Financial Economics and Business Management (CEREFIGE) at the Université de Lorraine in Nancy, France
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Article Information

jfi.2023.1.158
DOI 
https://doi.org/10.3905/jfi.2023.1.158

Published By 
Pageant Media Ltd
Print ISSN 
1059-8596
Online ISSN 
2168-8648
History 
  • Published online March 2, 2023.

Copyright & Usage 
© 2023 Pageant Media Ltd

Author Information

  1. Laurent Gauthier
    1. is managing director at Structured Products Experts GmbH in Germany, and a member of the European Center for Research in Financial Economics and Business Management (CEREFIGE) at the Université de Lorraine in Nancy, France. (laurent.gauthier{at}spegmbh.de)
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The Journal of Fixed Income: 32 (3)
The Journal of Fixed Income
Vol. 32, Issue 3
Winter 2023
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Explaining Complexity in Actual Securitization Structures: An Epistemic Pitfall in Corporate Finance
Laurent Gauthier
The Journal of Fixed Income Mar 2023, jfi.2023.1.158; DOI: 10.3905/jfi.2023.1.158

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Explaining Complexity in Actual Securitization Structures: An Epistemic Pitfall in Corporate Finance
Laurent Gauthier
The Journal of Fixed Income Mar 2023, jfi.2023.1.158; DOI: 10.3905/jfi.2023.1.158
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  • Article
    • Abstract
    • OVERVIEW OF SOME SECURITIZATION STRUCTURES
    • WHY DOES PAR PRICING MATTER?
    • THE OPTIMALITY OF ACTUAL SECURITIZATION STRUCTURES
    • CONCLUSION
    • ACKNOWLEDGMENTS
    • ENDNOTE
    • REFERENCES
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