@article {Pimbley24, author = {Joseph M. Pimbley}, title = {Better Measurements for CLO Equity Performance}, volume = {22}, number = {2}, pages = {24--30}, year = {2016}, doi = {10.3905/jsf.2016.22.2.024}, publisher = {Institutional Investor Journals Umbrella}, abstract = {This article discusses the structural and investment aspects of collateralized loan obligation (CLO) equity. The author reviews current and proposed measures of investment performance with example data of a large CLO transaction database. He finds that alternative measures provide better and extended information for CLO equity returns relative to the industry standard.TOPICS: CLOs, CDOs, and other structured credit, performance measurement}, issn = {1551-9783}, URL = {https://jsf.pm-research.com/content/22/2/24}, eprint = {https://jsf.pm-research.com/content/22/2/24.full.pdf}, journal = {The Journal of Structured Finance} }