Primary Article
CDO Equity Returns and Return Correlation
Douglas J. Lucas, Laurie S. Goodman and Frank J. Fabozzi
The Journal of Structured Finance Summer 2004, 10 (2) 42-53; DOI: https://doi.org/10.3905/jsf.2004.426071
Douglas J. Lucas
Director of CDO Research at UBS in New York, NY.
Laurie S. Goodman
A managing director and co-head of Global Fixed Income Research at UBS in New York, NY.
Frank J. Fabozzi
The Frederick Frank Adjunct Professor of Finance at the School of Management of Yale University.
Explore our content to discover more relevant research
In this issue
CDO Equity Returns and Return Correlation
Douglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi
The Journal of Structured Finance Jul 2004, 10 (2) 42-53; DOI: 10.3905/jsf.2004.426071
Jump to section
Similar Articles
Cited By...
- No citing articles found.