Competing Risks of Mortgage Termination: Who Refinances, Who Moves, and Who Defaults?

The Statistical Analysis of Failure Time Data.

Murray Aitkin, John D. Kalbfleisch, Ross L. Prentice · Biometrics · 1981 · 10K citations

Public Health, Biostatistics, Statistics +13

An Intertemporal General Equilibrium Model of Asset Prices

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 2.1K citations

Social Sciences, Economics, Asset Pricing +15

Prepayment and the Valuation of Mortgage‐Backed Securities

Eduardo S. Schwartz, Walter N. Torous · The Journal of Finance · 1989 · 434 citations

Business, Economics, Finance +17

A Generalized Valuation Model for Fixed-Rate Residential Mortgages

James B. Kau, Donald C. Keenan, Walter J. Muller et al. · Journal of money credit and banking · 1992 · 352 citations

Business, Finance, Real Estate +17

Valuation of GNMA Mortgage‐Backed Securities

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

Business, Business Economics, Finance +17