Neglected complexities in structured bond portfolios

Associate Professor.

Nathaniel Leverone Professor of Business Administration at the Amos Tuck School of Business Administration at Dartmouth College (Hanover, NH 03755). The authors wish to thank Goldman, Sachs Financial Strategies Group for providing the data used in this study. The research assistance of Stephen Lalli and Christos Kavathas is also greatly appreciated. Dennis Logue was supported over the course of this research by the School of Business at Georgetown University, and Kevin Maloney expresses thanks for financial support to the Tuck-Associates Research Program.