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Convertible Bond Arbitrage: Risk and Return

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
JournalJournal of Business Finance and Accounting
DOIs
Publication statusPublished - 2010

Keywords

  • Convertible arbitrage
  • Arbitrage
  • Hedge fund
  • Returns-based style analysis
  • Risk arbitrage
  • Bond
  • Index arbitrage
  • Market neutral
  • Convertible bond
  • Fixed income arbitrage
  • Portfolio
  • Financial economics
  • Business
  • Economics
  • Passive management
  • Fund of funds
  • Econometrics
  • Arbitrage pricing theory
  • Monetary economics
  • Finance
  • Capital asset pricing model
  • Market liquidity

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