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Loncarski et al., 2009 - Google Patents

The rise and demise of the convertible arbitrage strategy

Loncarski et al., 2009

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Document ID
852392620438602369
Author
Loncarski I
Ter Horst J
Veld C
Publication year
Publication venue
Financial Analysts Journal

External Links

Snippet

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 …
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