NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Valuing Toxic Assets: An Analysis of CDO Equity

Francis A. Longstaff, Brett Myers

NBER Working Paper No. 14871
Issued in April 2009

---- Acknowledgements -----

The authors are grateful for helpful discussions with Navneet Arora, Vineer Bhansali, Mark Garmaise, Peter Knez, Hanno Lustig, Carolina Marquez, Arvind Rajan, Derek Schaeffer, Alessio Saretto, John McConnell, and Victor Wong, and for the comments of seminar participants at Barclays Global Investors and the Journal of Investment Management Conference. All errors are our responsibility. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

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