Performance analysis of a collateralized fund obligation (CFO) equity tranche
Shady Aboul-Enein, Georges Dionne and Nicolas Papageorgiou
| Year of publication: |
2013
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|---|---|
| Authors: | Aboul-Enein, Shady ; Dionne, Georges ; Papageorgiou, Nicolas |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 5/6, p. 518-553
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| Subject: | collateralized fund obligation | hedge funds | structured finance | portfolio optimization | performance analysis | multivariate linear regression | systematic risk | equally weighted portfolio | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Verbriefung | Securitization | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010243597