Market efficiency and returns from convertible bond hedging and arbitrage strategies
Year of publication: |
2009
|
---|---|
Authors: | Fabozzi, Frank J. ; Liu, Jinlin ; Switzer, Lorne N. |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 11.2008/09, 3, p. 37-64
|
Subject: | Wandelanleihe | Convertible bond | Hedging | Arbitrage |
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