Practical Implications of Mark-to-Market of Illiquid Mortgage-Backed Securities

Brett D. Hellerman

doi:10.3905/jai.2004.391066

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Practical Implications of Mark-to-Market of Illiquid Mortgage-Backed Securities

Brett D. Hellerman

The Journal of Alternative Investments Spring 2004, 6 (4) 90-92; DOI: https://doi.org/10.3905/jai.2004.391066

Brett D. Hellerman

Chief executive officer of Norfolk Markets, LLC.

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For correspondence: bdh@norfolkmkts.com

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In this issue's Trader's Corner, practical implications of lack of liquidity of mortgage-backed securities are discussed.

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The Journal of Alternative Investments

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Practical Implications of Mark-to-Market of Illiquid Mortgage-Backed Securities

Brett D. Hellerman

The Journal of Alternative Investments Mar 2004, 6 (4) 90-92; DOI: 10.3905/jai.2004.391066

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Practical Implications of Mark-to-Market of Illiquid Mortgage-Backed Securities

Brett D. Hellerman

The Journal of Alternative Investments Mar 2004, 6 (4) 90-92; DOI: 10.3905/jai.2004.391066

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