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EMPIRICAL EVIDENCE ON CDO PERFORMANCE
Newman, Daniel; Fabozzi, Frank J.; Lucas, Douglas J.; … - In: The journal of fixed income 18 (2008) 2, pp. 32-40
Persistent link: https://www.econbiz.de/10008115423
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DEFAULT RATES ON STRUCTURED FINANCE SECURITIES - In this article, the authors attempt to determine historical default rates for structured finance assets: Asset-backed securities,...
Lucas, Douglas J.; Goodman, Laurie S.; Fabozzi, Frank J. - In: The journal of fixed income 14 (2004) 2, pp. 44-53
Persistent link: https://www.econbiz.de/10007785765
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EVENT OF DEFAULT PROVISIONS AND THE VALUATION OF ABS CDO TRANCHES
Goodman, Laurie S.; Newman, Daniel; Lucas, Douglas J.; … - In: The journal of fixed income 17 (2007) 3, pp. 85-89
Persistent link: https://www.econbiz.de/10007902823
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CMBS Total Return Swaps
Goodman, Laurie S.; Fabozzi, Frank J. - In: The journal of portfolio management : a publication of … (2005), pp. 162
Persistent link: https://www.econbiz.de/10006544927
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Collateralized Debt Obligations and Credit Risk Transfer
Lucas, Douglas J. - 2007
Persistent link: https://www.econbiz.de/10012776602
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Collateralized debt obligations : structures and analysis
Lucas, Douglas J.; Goodman, Laurie S.; Fabozzi, Frank J. - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10004862722
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Collateralized debt obligations : structures and analysis
Goodman, Laurie S.; Fabozzi, Frank J. - 2002
Persistent link: https://www.econbiz.de/10004772924
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A primer on constant proportion debt obligations
Lucas, Douglas J.; Goodman, Laurie S.; Fabozzi, Frank J. - In: The journal of structured finance 13 (2007/08) 3, pp. 72-80
Persistent link: https://www.econbiz.de/10009881896
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How to save the rating agencies
Lucas, Douglas J.; Goodman, Laurie S.; Fabozzi, Frank J. - In: The journal of structured finance 14 (2008) 2, pp. 21-26
Persistent link: https://www.econbiz.de/10009881926
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Covered bonds : a new source of US mortgage loan funding?
Lucas, Douglas J.; Fabozzi, Frank J.; Goodman, Laurie S.; … - In: The journal of structured finance 14 (2008) 3, pp. 44-48
Persistent link: https://www.econbiz.de/10009881936