DirectlLending: insight on the performance: case study: Ares Capital Corp

Grifagno, Federico (A.A. 2020/2021) DirectlLending: insight on the performance: case study: Ares Capital Corp. Tesi di Laurea in Fixed income, credit and derivatives, Luiss Guido Carli, relatore Alberto Adolfo Cybo-Ottone, pp. 34. [Master's Degree Thesis]

Full text for this thesis not available from the repository.

Abstract/Index

The Cliffwater direct lending index. What is a direct loan. Loan valuation. Risk premiums. Replicating the index. Methodology. Index performance. Performance comparison. Ares capital corporation. Ares management. Business development companies. ARCC.

References

Bibliografia: pp. 33-34.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Fixed income, credit and derivatives
Thesis Supervisor: Cybo-Ottone, Alberto Adolfo
Thesis Co-Supervisor: Borri, Nicola
Academic Year: 2020/2021
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 24 Mar 2022 10:33
Last Modified: 24 Mar 2022 10:33
URI: https://tesi.luiss.it/id/eprint/31829

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