Risk and return in convertible arbitrage : evidence from the convertible bond market
Vikas Agarwal; William H. Fung; Yee Cheng Loon; Narayan Y. Naik
| Year of publication: |
2011
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|---|---|
| Authors: | Agarwal, Vikas ; Fung, William ; Loon, Yee Cheng ; Naik, Narayan Y. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 2, p. 175-194
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| Subject: | Hedge funds | Convertible bonds | Convertible arbitrage | Supply | Risk factors | Wandelanleihe | Convertible bond | Arbitrage | Risiko | Risk | Kapitaleinkommen | Capital income | Hedgefonds | Hedge fund | Schätzung | Estimation | Welt | World | Rentenmarkt | Bond market | Strategie | Strategy | Konvertibilität | Convertibility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009301134