EU CLO Managers: WARF and Volatility of Alpha A sample of 145 EU CLO deals (closed between 2015 and 2018) is included in this study. The volatility of alpha in this context is defined as the average alpha metric for the second quarter of 2020. WARF is based on the average calculated WARF of deals managed…
Clopremium > Blog > EU Module (Historical Performance and Style) > EU CLO Managers: WARF and ‘Volatility’ of Alpha
EU CLO Managers: WARF and ‘Volatility’ of Alpha
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