First Page | Document Content | |
---|---|---|
![]() Date: 2012-10-26 08:54:21Financial markets Funds Hedge funds Hedge fund Convertible arbitrage Market neutral Global macro Relative value Risk arbitrage Financial economics Investment Finance | Source URL: www.afajof.orgDownload Document from Source WebsiteFile Size: 724,60 KBShare Document on Facebook |
![]() | Topic 3 Selected Hedge Fund Strategy – Convertible Arbitrage 1DocID: 1r3Hz - View Document |
![]() | THE JOURNAL OF FINANCE • VOL. LXIV, NO. 2 • APRILRisk in Dynamic Arbitrage: The Price Effects of Convergence Trading ´ PETERDocID: 1qfsh - View Document |
![]() | No-arbitrage valuation fails in arbitrage-free complete markets Tom Fischer∗† University of Wuerzburg June 22, 2014DocID: 1pTCT - View Document |
![]() | Published in Investments & Pensions Europe (IPE), MayShort Selling Market Efficiency or Hooliganism?DocID: 1pJCN - View Document |
![]() | Jupiter_E_HK_Ver 1..15DocID: 1orGy - View Document |