Barclay Group / New York Stock Exchange / Amaranth / Adjusted Holdings / Convertible Bond Hedge Funds / /
Country
United States / /
Currency
USD / / /
Event
Reorganization / Bankruptcy / /
Facility
Greenwich Plaza / New York University / /
IndustryTerm
investment bank estimates / energy bets / energy trading / bank trading desks / /
MarketIndex
Merrill Lynch All US Convertibles / /
Organization
Congress / New York University / Centre for Economic Policy Research / Ways and Means Committee / Stern School of Business / U.S. Securities and Exchange Commission / Securities and Exchange Commission / Economic Policy Research and National Bureau of Economic Research / /
Person
Lars N. Nielsen / Lasse Heje Pedersen / Markus K. Brunnermeier / Robert W. Vishny / Warren Buffet / Rachel Perez / Andrei Shleifer / Mark Mitchell / Amaranth Advisors / Linda Rabel / Robert C. Merton / Jeffry M. Netter / Todd Pulvino / /
Position
Information Act Officer / Simple Model of Capital Market Equilibrium / Major / /
PublishedMedium
Journal of Finance / Journal of Financial Economics / /
Slow Moving Capital By Mark Mitchell, Lasse Heje Pedersen, and Todd Pulvino* Unlike textbook arbitrageurs who instantaneously trade when prices deviate from fundamental values, real world arbitrageurs must overcome vario