Browsing BI Open by Author "Fabozzi, Frank J."
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Active Loan Trading
Fabozzi, Frank J.; Klingler, Sven; Mølgaard, Pia; Nielsen, Mads Stenbo (Journal article; Peer reviewed, 2020)Using a novel dataset of leveraged loan trades executed by managers of collateralized loan obligations (CLOs), we document the importance of “active loan trades” – trades executed at a manager’s discretion. More active ...