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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://www.econbiz.de/10010303833
Persistent link: https://www.econbiz.de/10003321582
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://www.econbiz.de/10008758073
Persistent link: https://www.econbiz.de/10010205792
Persistent link: https://www.econbiz.de/10010206801
Persistent link: https://www.econbiz.de/10010198271