Results 321 to 330 of about 7,235,439 (370)

Derivative Strategies in Risk Arbitrage

SSRN Electronic Journal, 2011
This paper discusses option strategies that can be used to enhance returns or reduce risk in a merger book. Examples are given with comparison of alternative implementations of the merger strategy done in terms of upside versus downside quantified in terms of deal break p&l.
openaire   +1 more source

Arbitrage, Credit and Informational Risks

2014
This book contains a collection of research papers in mathematical finance covering recent advances in arbitrage, credit and asymmetric information risks. These subjects have attracted academic and practical attention, in particular after the international financial crisis. The volume is split into three parts which treat each of these topics.
Caroline Hillairet, Monique Jeanblanc, Ying Jiao   +2 more
openaire   +1 more source

The Organized Irresponsibility Principle and Risk Arbitrage

Critical Criminology, 2018
D. Curran
semanticscholar   +1 more source

Risk Arbitrage in U.S. Financial Markets [PDF]

, 2004
This paper analyses risk arbitrage in U.S. financial markets. The study by Mitchell, Mark and Todd Pulvino (2001) has been extended to study the U.S. financial markets scenario from 1963 to 2004. In particular, two research questions are pursued-(1) What are the effects of stock market, business conditions as well as the Merger and Acquisition Trend on
openaire   +1 more source

What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk-Arbitrage Strategy

Journal of Financial and Quantitative Analysis, 2016
C. Cao, Bradley A. Goldie, Bing Liang, Lubomir Petrasek   +3 more
semanticscholar   +1 more source

Arbitrage and Risk Arbitrage in the Nikkei Put Warrant Market

SSRN Electronic Journal, 2019
This paper develops useful theory of arbitrage and risk arbitrage. It describes a prize winning successful risk arbitrage involving Nikkei put warrants trading on the Toronto and American stock exchanges. The paper describes the various types of contracts and how the risk arbitrage was traded and executed.
openaire   +1 more source

Characteristics of Risk and Return in Risk Arbitrage

, 2000
Mark L. Mitchell, Todd C. Pulvino
semanticscholar   +1 more source

An Option‐Based Approach to Risk Arbitrage in Emerging Markets: Evidence from Taiwan Takeover Attempts

, 2013
Luke Lin, Lihuei Lan, Shuang-Shii Chuang
semanticscholar   +1 more source

Merger options and risk arbitrage

2016
Option prices embed predictive content for the outcomes of pending mergers and acquisitions. This is particularly important in merger arbitrage, where deal failure is a key risk. In this paper, I propose a dynamic asset pricing model that exploits the joint information in target stock and option prices to forecast deal outcomes.
openaire   +1 more source

Bank regulatory arbitrage via risk weighted assets dispersion

, 2017
G. Ferri, V. Pesic
semanticscholar   +1 more source