This article aims at testing empirically the performance persistence of convertible arbitrage hedge funds. The overall objective and aim of this category is the use of convertible securities. It is expected that the performance of the fund will be greater than the benchmark by using a long...

This article aims at testing empirically the performance persistence of fixed income arbitrage hedge funds. These funds engage principally in arbitrage strategies in the global corporate debt securities markets taking advantage of mispricing. Fixed income arbitrage funds take advantage of...

In this article, we analyze the put call parity formula on a 3 month OMX Stockholm 30 index option contract to show any evidence of arbitrage. The put – call parity shows the relationship between a call and a put option with the same expiration, strike and share prices. Price differentials...

In this article, we investigate futures reverse cash and carry arbitrage of USD currency futures. Arbitrageurs or rational investors would open a short position to the system of expensive currencies portfolio and simultaneously purchase the same or very similar spot exchange rate portfolio at a...