%0 Journal Article %A Joseph M. Pimbley %T Better Measurements for CLO Equity Performance %D 2016 %R 10.3905/jsf.2016.22.2.024 %J The Journal of Structured Finance %P 24-30 %V 22 %N 2 %X 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 %U https://jsf.pm-research.com/content/iijstrfin/22/2/24.full.pdf