CSOs Driven By Mainly By Portfolio Selection
Performance of collateralized synthetic obligations is driven more by portfolio selection than tranche thickness or subordination, according to JPMorgan Chase.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article:
- ✔ 4,000 annual insights
- ✔ 700+ notes and long-form analyses
- ✔ 4 capital markets databases
- ✔ Daily newsletters across markets and asset classes
- ✔ 2 weekly podcasts
