(Featured) EU CLO Manager Scoring Based on Total Return (MV+Interest) Alpha

A sample of 197 deals (2015–2019 vintage deals) managed by 38 managers is included in this study. The benchmark loan index used is the Morningstar European Euro Denominated Loan Index.

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Tags:Total return alpha

(Featured) EU CLO Manager Scoring Based on Total Return (MV+Interest) Alpha

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(Featured) EU CLO Manager Scoring Based on Total Return (MV+Interest) Alpha

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