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~person:"Cordell, Larry"
~person:"Cousin, Areski"
~person:"Pence, Karen M."
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Search: subject:"Asset-Backed Securities"
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Asset-Backed Securities
9
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4
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3
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Cordell, Larry
Cousin, Areski
Pence, Karen M.
Fabozzi, Frank J.
28
Goodman, Laurie Sharon
18
Adelson, Mark
12
Sanders, Anthony B.
8
Bhattacharya, Anand K.
7
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5
An, Xudong
5
Hu, Jian
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Hull, John
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Nadauld, Taylor D.
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Song, Zhaogang
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Frontiers in quantitative finance : volatility and credit risk modeling
1
Journal of banking & finance
1
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1
Paris Princeton lectures on mathematical finance
1
Review of derivatives research
1
The definitive guide to CDOs : market, application, valuation and hedging
1
The journal of finance : the journal of the American Finance Association
1
The journal of real estate finance and economics
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ECONIS (ZBW)
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1
CLO performance
Cordell, Larry
;
Roberts, Michael R.
;
Schwert, Michael
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1235-1278
Persistent link: https://www.econbiz.de/10014312008
Saved in:
2
The role of ABS CDOs in the financial crisis
Cordell, Larry
;
Feldberg, Greg
;
Sass, Danielle
- In:
The journal of structured finance
25
(
2019
)
2
,
pp. 10-27
Persistent link: https://www.econbiz.de/10012125657
Saved in:
3
Reputation, information, and herding in credit ratings : evidence from CMBS
An, Xudong
;
Cordell, Larry
;
Nichols, Joseph B.
- In:
The journal of real estate finance and economics
61
(
2020
)
3
,
pp. 476-504
Persistent link: https://www.econbiz.de/10012293200
Saved in:
4
Asymmetric information and the death of ABS CDOs
Beltran, Daniel O.
;
Cordell, Larry
;
Thomas, Charles P.
- In:
Journal of banking & finance
76
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011814150
Saved in:
5
Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
Saved in:
6
Securitization markets and central banking : an evaluation of the term
asset-backed
securities
loan facility
Campbell, Sean D.
;
Covitz, Daniel M.
;
Nelson, William R.
; …
- In:
Journal of monetary economics
58
(
2011
)
4
,
pp. 518-531
Persistent link: https://www.econbiz.de/10009317505
Saved in:
7
Hedging CDO tranches in a Markovian environment
Cousin, Areski
;
Jeanblanc, Monique
;
Laurent, Jean-Paul
- In:
Paris Princeton lectures on mathematical finance
4
(
2010
),
pp. 1-61
Persistent link: https://www.econbiz.de/10009356720
Saved in:
8
An overview of factor modeling for CDO pricing
Laurent, Jean-Paul
;
Cousin, Areski
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 185-216)
.
2009
Persistent link: https://www.econbiz.de/10003787603
Saved in:
9
Hedging issues for CDOs
Cousin, Areski
;
Laurent, Jean-Paul
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 461-480)
.
2008
Persistent link: https://www.econbiz.de/10003918855
Saved in:
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