Compared to the "studies" you hear about in the mainstream media, this
one is excellent:

QUOTE:  ...LDL vitamin E levels were highest in rabbits fed corn oil
with added cholesterol. The significant elevations in linoleic acid
[18:2(n-6)] in serum and LDL may partially explain the high
oxidizability of LDL in rabbits fed corn oil. LDL isolated from
animals fed corn oil, lard or milk fat had significantly greater
albumin transfer across cultured endothelial monolayers compared with
those of the low fat diet group. Their oxidative modification further
contributed to endothelial barrier dysfunction. Dietary cholesterol
supplementation to the corn oil diet decreased oxidizability of LDL
and partially protected the oxidized LDL-mediated endothelial cell
dysfunction as compared with the corn oil diet group...  UNQUOTE.

They found that beef and chicken fat were best, but they did not test
any of the highly saturated fat sources, like butter or even better,
coconut oil.  This is an on-point study because it focuses on LDL
oxidation, which begins the heart disease process.  Rabbits are more
susceptible than people, but the underlying biochemical mechanisms
appear to be the same (and there is no alternative to it).

Source:  J Nutr. 1995 Aug;125(8):2045-54.Click here to read

http://www.ncbi.nlm.nih.gov/sites/entrez?Db=pubmed&Cmd=ShowDetailView&TermToSear
ch=7643238&ordinalpos=5&itool=EntrezSystem2.PEntrez.Pubmed.Pubmed_ResultsPanel.P
ubmed_RVDocSum

Moreover, this study is consistent with other molecular-level
evidence, for example:

"Cholesterol protects the phospholipid bilayer from oxidative damage."

Source: Free Radic Biol Med. 1995 Oct;19(4):511-6.

http://www.ncbi.nlm.nih.gov/sites/entrez?Db=pubmed&Cmd=ShowDetailView&TermToSear
ch=7590402&ordinalpos=6&itool=EntrezSystem2.PEntrez.Pubmed.Pubmed_ResultsPanel.P
ubmed_RVDocSum

Just keep in mind that you should not eat foods with a rancid taste,
and there is no reason to use high-heat cooking.  Boiling eggs is a
much better idea than frying, for example.  Cholesterol can be
oxidized before it gets to your mouth, but if you take precautions,
it's unlikely that this will be a problem for you.