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Wie werden Collateralized Debt Obligation-Transaktionen gestaltet?

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Author Info

  • Günter Franke

    () (University of Konstanz)

  • Thomas Weber

    () (University of Konstanz)

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File URL: http://cofe.uni-konstanz.de/Papers/dp06_08.pdf
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Bibliographic Info

Paper provided by Center of Finance and Econometrics, University of Konstanz in its series CoFE Discussion Paper with number 06-08.

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Length: 32 pages
Date of creation: 27 Oct 2006
Date of revision:
Handle: RePEc:knz:cofedp:0608

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Citations

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Cited by:
  1. Gann, Philipp, 2009. "Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte Analyse," Discussion Papers in Business Administration 10582, University of Munich, Munich School of Management.
  2. Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration 11002, University of Munich, Munich School of Management.
  3. Schaber, Albert, 2008. "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration 4151, University of Munich, Munich School of Management.
  4. Schaber, Albert, 2008. "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration 7956, University of Munich, Munich School of Management.
  5. Scholz, Julia, 2011. "Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs," Discussion Papers in Business Administration 12144, University of Munich, Munich School of Management.

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