A Benchmark for Collateralized Loan Obligations
Published Online:21 May 2024https://doi.org/10.1287/mnsc.2022.00097
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The replication files for this article are available HERE.
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- 11 May 2026 | Management Science, Vol. 0, No. 0
Volume 71, Issue 3
March 2025
Pages 1865-1888, iv-vi
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- Received:January 11, 2022
- Accepted:December 03, 2023
- Published Online:May 21, 2024
Copyright © 2024, INFORMS
Cite as
Redouane Elkamhi ; , Ruicong Li ; , Yoshio Nozawa (2024) A Benchmark for Collateralized Loan Obligations. Management Science 71(3):1944-1966.
https://doi.org/10.1287/mnsc.2022.00097
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The authors thank anonymous referees, Gregory Duffee, Jun Pan, Lukas Schmid (Editor), Michael Schwert, Yichao Zhu, and the seminar participants at Australian National University, HKUST, Shanghai Advanced Institute for Finance, and University of Melbourne for helpful comments and suggestions. Yu Zhou provided excellent research assistance.
