3Harry M.Markowitz.Porffolio Selection [J]. Journal of Finance, 1992:25-35.
4Curley, A.J.and J.M.Gutentag.Value And Yield RiskOn Outstanding Insured Residential Mortgages [J]. Journal of Finance, 1977, 32 (2): 403-412
5门明.金融工程学[M].北京:对外经济贸易大学出版社,2005:26.
6Allen, F.and E. Carletti, 2006, Credit Risk Transfer and Contagion, Journal of Monetary Economics, Vol. 53(1):89-111.
7Anand K.Bhattaharya,Frank J. Fabozzi, 1998, Asset- Backed Securities, Frank J.Fabozzi Associates.
8Bervas A., 2008, Financial Innovation and The Liquidity Frontier, Banque de France, Financial Stability Review-Spe- cial issue on liquidity, No. 11, February.
9BIS, 2008, Innovations in Credit Risk Transfer: Implications for Financial Stability. BIS working paper, No. 255.
10BIS, 2008, Financial System: Shock Absorber or Ampfifier. BIS working paper, No.257.