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Koziol, Christian; Koziol, Philipp; Schön, Thomas - In: Review of derivatives research 18 (2015) 3, pp. 191-224

Persistent link: https://www.econbiz.de/10011477301

Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach

Liu, Wen-Qiong; Huang, Wen-Li - In: International journal of theoretical and applied finance 22 (2019) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10012012947

Structured finance and the social contract : how tranching challenges contractualist approaches to financial risk

Scharding, Tobey - In: Business ethics quarterly : the journal of the Society … 29 (2019) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10011995367

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

Agency problems in structured finance : a case study of European CLOs

Keller, Joachim - 2008

This paper is a case study that focuses on possible incentive problems in the management of Collateralized Loan Obligations (CLOs). CLOs are the most important type of special purpose vehicles in the leveraged loan market, and their managers appear to have a considerable impact on performance....

Persistent link: https://www.econbiz.de/10011610165