//-->
Consistent Valuation of Bespoke CDO Tranches
Li, Yadong, (2010)
The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities
Hamerle, Alfred, (2013)
Debt collateralization and maximal leverage
Gong, Feixue, (2015)
Synthetic CDOs : modelling, valuation and risk management
Mounfield, Craig C., (2009)
Random matrix theory and the failure of macro-economic forecasts
Ormerod, Paul, (2000)