EU CLOs: Is Increased Trading Activity the Key to Capital Preservation?
To explore the relationship between trading activity and a deal’s MVOC performance, a sample of 95 EU CLO deals closed...
To explore the relationship between trading activity and a deal’s MVOC performance, a sample of 95 EU CLO deals closed...
As highlighted in the table below, a US CLO manager typically earns a combined senior and subordinated management fee of...
Given the similarity in average annual sale volumes between these two sets of managers, it becomes apparent that the volume of trading has limited influence on the alpha performance of managers, as per the findings of this study. It is worth noting that both active and less active managers, in terms of trading activities, are well represented in both the upper and lower segments of manager performance.
EU CLO Managers: Trading And Alpha Creation A sample of 178 deals (closed from Jan 2016 to Jan 2020) managed...
US CLO Managers: Trading and Alpha Creation A sample of 295 deals (closed between May 2016 and Sep 2019) managed...
Is An Elevated Level Of Trading Volume A Ticket To Better Investment Performance? This sample size is comprised of 66...
