Concepedia

Kenneth B. Dunn

KB

Statistics

Publications

15

Citations

1.3K

H-Index

15

Active since

1981

Affiliations

Carnegie Mellon University(Current)

Kenneth B. Dunn is an author at Carnegie Mellon University specializing in financial economics, business, and finance.

Publications per year

1981–2018

15

Publications

15

Modeling the term structure of interest rates under non-separable utility and durability of goods

Kenneth B. Dunn, Kenneth J. Singleton · Journal of Financial Economics · 1986 · 307 citations

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Valuation of GNMA Mortgage‐Backed Securities

Kenneth B. Dunn, John J. McConnell · The Journal of Finance · 1981 · 298 citations

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A Comparison of Alternative Models for Pricing GNMA Mortgage‐Backed Securities

Kenneth B. Dunn, John J. McConnell · The Journal of Finance · 1981 · 151 citations

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The Effect of Refinancing Costs and Market Imperfections on the Optimal Call Strategy and the Pricing of Debt Contracts

Kenneth B. Dunn, Chester S. Spatt · Real Estate Economics · 2005 · 87 citations · Full text

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A Reexamination of the Value of Tax Options

Robert M. Dammon, Kenneth B. Dunn, Chester S. Spatt · Review of Financial Studies · 1989 · 78 citations

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