Does Convertible Arbitrage Risk Exposure Vary Through Time?

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
JournalSSRN Electronic Journal
DOIs
Publication statusPublished - 2015

Keywords

  • Convertible arbitrage
  • Convertible
  • Convertible bond
  • Arbitrage
  • Business
  • Financial economics
  • Economics
  • Actuarial science
  • Risk arbitrage
  • Capital asset pricing model
  • Finance
  • Arbitrage pricing theory
  • Engineering
  • Bond
  • Structural engineering

Cite this