Michael S. Blum

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  • Anna Katherine Barnett-Hart, Michael Blum, Michael Blum Consulting, Ann Rutledge, Sylvain Raynes, R&r Consulting +20 others
  • 2009
Collateralized debt obligations (CDOs) have been responsible for $542 billion in write-downs at financial institutions since the beginning of the credit crisis. In this paper, I conduct an empirical investigation into the causes of this adverse performance, looking specifically at asset-backed CDO's (ABS CDO's). Using novel, hand-collected data from 735 ABS(More)
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