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5/17 EU CLO Managers: Trading and Alpha Creation

EU CLO Managers: Trading And Alpha Creation A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed by 50 EU CLO managers is included in this study. The benchmark loan index used is the S&P Euro Leveraged Loan Index. EU CLO Managers are performing in line with this index on average. The…

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