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Risk and return in convertible arbitrage : evidence from the convertible bond market

Agarwal, Vikas; Fung, William H.; Loon, Yee Cheng; … - 2010

In this paper, we identify and document the empirical characteristics of the key drivers of convertible arbitrage as a strategy and how they impact the performance of convertible arbitrage hedge funds. We show that the returns of a buy-and-hedge strategy involving taking a long position in...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008758073

Risk and return in convertible arbitrage : evidence from the convertible bond market

Agarwal, Vikas; Fung, William H.; Loon, Yee Cheng; … - 2004

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009524821

Risk and return in convertible arbitrage : evidence from the convertible bond market

Agarwal, Vikas; Fung, William; Loon, Yee Cheng; Naik, … - In: Journal of empirical finance 18 (2011) 2, pp. 175-194

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009301134

Risk and Return in Convertible Arbitrage : Evidence from the Convertible Bond Market

Agarwal, Vikas - 2011

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012757096

Multi-period performance persistence analysis of hedge funds

Agarwal, Vikas; Naik, Narayan Y. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 327-342

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001522462

Flows, performance, and managerial incentives in the hedge fund industry

Agarwal, Vikas (contributor); Daniel, Naveen D. (contributor) - 2003 - This version: September 1, 2003

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001797889

Performance evaluation of hedge funds with options-based and buy-and-hold strategies

Agarwal, Vikas (contributor); Naik, Narayan Y. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001700321

Risks and portfolio decisions involving hedge funds

Agarwal, Vikas (contributor); Naik, Narayan Y. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001700390

Risks and portfolio decisions involving hedge funds

Agarwal, Vikas; Naik, Narayan Y. - In: The review of financial studies 17 (2004) 1, pp. 63-98

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001907097

Role of managerial incentives and discretion in hedge fund performance

Agarwal, Vikas; Daniel, Naveen D.; Naik, Narayan Y. - In: The journal of finance : the journal of the American … 64 (2009) 5, pp. 2221-2256

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003899935