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Convertible Arbitrage: Profitability And Performance Of Hedge Fund Strategy In The Us
A convertible arbitrage strategy involves buying a portfolio of convertible securities and hedging equity risk by short-selling the underlying stock. The rationale for following a convertible arbitrage strategy can be attributed to the fact that convertible bonds may be mispriced due to illiquidity, small issue size, and complexities associated with the valuation of these hybrid securities, whose characteristics keep changing over time
39 pages, Kindle Edition
First published November 2, 2012
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