Convertible Bond Arbitrage: Risk and Return

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
JournalSSRN Electronic Journal
DOIs
Publication statusPublished - 2023

Keywords

  • Convertible arbitrage
  • Convertible bond
  • Arbitrage
  • Bond
  • Risk arbitrage
  • Business
  • Financial economics
  • Fixed income arbitrage
  • Riskreturn spectrum
  • Economics
  • Actuarial science
  • Arbitrage pricing theory
  • Finance
  • Capital asset pricing model
  • Portfolio

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