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The profitability of merger arbitrage in the European markets 2010-2018
(2020)
Merger arbitrage is an event-driven investing strategy that exploits price differences after M&A announcements. This thesis examines the risk-adjusted profitability of merger arbitrage in Europe on a data sample consisting ...
Convertible bonds : arbitrage and hedging strategies in the U.S. markets
(2022)
This thesis examines the risk-adjusted performances of several arbitrage and hedging strategies involving convertible bonds. Convertible arbitrage (CA) exploits the pricing inefficiencies of volatility or credit attributes ...