Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10007747722
This paper specifies a simulated convertible bond arbitrage portfolio to characterise the risks in convertible bond arbitrage. For comparison the risk profile of convertible bond arbitrage hedge fund indices at both monthly and daily frequencies is also examined. Results indicate that...
Persistent link: https://www.econbiz.de/10008576909
Persistent link: https://www.econbiz.de/10008262294
Persistent link: https://www.econbiz.de/10008262296
Persistent link: https://www.econbiz.de/10008895418
Persistent link: https://www.econbiz.de/10008895420