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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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Why do companies issue convertible bonds? A review of the theory and empirical evidence
Loncarski, Igor; Horst, Jenke ter; Veld, Chris - In: Advances in corporate finance and asset pricing : [this …, (pp. 311-339). 2006
Persistent link: https://www.econbiz.de/10003318739
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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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Reverse convertible bonds analyzed
Szymanowska, Marta; Horst, Jenke R. ter; Veld, Chris H. - In: The journal of futures markets 29 (2009) 10, pp. 895-919
Persistent link: https://www.econbiz.de/10003900938
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Why do companies issue convertible bond loans? : an empirical analysis for the Canadian market
Loncarski, Igor (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003376477
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The convertible arbitrage strategy analyzed
Loncarski, Igor (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003385002