research answers the question whether it is possible to successfully use a convexity arbitrage strategy in a bond portfolio in … financial practice. It should provide a positive expected excess return and a small or zero potential loss. Convexity arbitrage … utilization of convexity arbitrage is unrealizable. …

research answers the question whether it is possible to successfully use a convexity arbitrage strategy in a bond portfolio in … financial practice. It should provide a positive expected excess return and a small or zero potential loss. Convexity arbitrage … utilization of convexity arbitrage is unrealizable. …

as convexity arbitrage) in financial praxis. This arbitrage is sparsely described in literature and an assessment about … convexity arbitrage could be unrealistic on markets with low liquidity; the presumptions necessary to practically succeed are … important results for financial practitioners; states that practical and profitable utilization of convexity arbitrage is …