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The rise and demise of the convertible arbitrage strategy
Loncarski, Igor; Horst, Jenke R. ter; Veld, Chris H. - In: Financial analysts' journal : FAJ 65 (2009) 5, pp. 35-50
Persistent link: https://www.econbiz.de/10003891691
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The convertible arbitrage strategy analyzed
Loncarski, Igor (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003385002
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The Rise and Demise of the Convertible Arbitrage Strategy
Loncarski, Igor - 2009
This article analyzes convertible arbitrage, one of the most successful hedge fund strategies. The aim of the strategy is to exploit underpricing of convertible bonds by taking a long position in a convertible and a short position in the underlying asset. The authors find that convertible bonds...
Persistent link: https://www.econbiz.de/10013155810
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Global weather-based trading strategies
Dong, Ming; Tremblay, Andréanne - In: Journal of banking & finance 143 (2022), pp. 1-27
Persistent link: https://www.econbiz.de/10013531018
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Estimating short-run persistence in mutual fund performance
Horst, Jenke R. ter; Verbeek, Marno - In: The review of economics and statistics 82 (2000) 4, pp. 646-655
Persistent link: https://www.econbiz.de/10001533480
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Longitudinal analysis of mutual fund performance
Horst, Jenke R. ter - 1998
Persistent link: https://www.econbiz.de/10001401530
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Estimating short-run persistence in mutual fund performance
Horst, Jenke R. ter; Verbeek, Marno - 1997
Persistent link: https://www.econbiz.de/10000674748
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Fund liquidation, self-selection and look-ahead bias in the hedge fund industry
Horst, Jenke R. ter (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002496882
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Estimating short-run persistence in mutual fund performance
Horst, Jenke R. ter; Verbeek, Marno - 1997
Persistent link: https://www.econbiz.de/10000956830
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Fund liquidation, self-selection, and look-ahead bias in the hedge fund industry
Horst, Jenke R. ter; Verbeek, Marno - In: Review of finance : journal of the European Finance … 11 (2007) 4, pp. 605-632
Persistent link: https://www.econbiz.de/10003714270