in this article, we examine a large set of trading strategies related to CBs to test for abnormal returns for several trading strategies, including various approaches for testing other forms of fixed income arbitrage. As a first step, we examine the naked long position of CBs/underlying stocks...

"A complete guide to investing in and managing a portfolio of mortgage- and asset-backed securities Mortgage- and asset-backed securities are not as complex as they might seem. In fact, all of the information, financial models, and software needed to successfully invest in and manage a portfolio...