[BOOK][B] Handbook of hedge funds
FS Lhabitant - 2007 - books.google.com
A comprehensive guide to the burgeoning hedge fund industry Intended as a
comprehensive reference for investors and fund and portfolio managers, Handbook of …
comprehensive reference for investors and fund and portfolio managers, Handbook of …
A test of risk arbitrage profitability
B Branch, T Yang - International Review of Financial Analysis, 2006 - Elsevier
We explore the performance of risk arbitrage involving three types of merger offers: cash
tender, stock swap, and collar offers for the period between 1990 and 2000. Our result …
tender, stock swap, and collar offers for the period between 1990 and 2000. Our result …
The application of feed forward neural networks to merger arbitrage: A return-based analysis
This study examines the effectiveness and applicability of a trending machine learning
algorithm, the feed forward neural networks (FFNNs) in making merger arbitrage investment …
algorithm, the feed forward neural networks (FFNNs) in making merger arbitrage investment …
The risk arbitrage performance: failed acquisition attempts
B Branch, T Yang - Quarterly Journal of Business and economics, 2006 - JSTOR
This paper explores the performance of risk arbitrage for failed acquisition attempts. We find
that the return of a risk arbitrage position for a failed acquisition attempt varies with the …
that the return of a risk arbitrage position for a failed acquisition attempt varies with the …
[PDF][PDF] Estimating the profit potential of risk arbitrage opportunities
B Branch, T Yang - Pan-Pacific Journal of Business …, 2010 - iacademicresearch.org
In this paper, we develop a model that is designed to estimate the ex-ante profitability
potential of risk arbitrage opportunities. We use merger attempt announcements for the 1991 …
potential of risk arbitrage opportunities. We use merger attempt announcements for the 1991 …
[PDF][PDF] Risk arbitrage performance for stock swap offers with collars
B Branch, J Wang - Journal of Alternative Investments, 2008 - Citeseer
Herein we investigate the risk return characteristics of risk arbitrage for a sample of 187
stock swap offers in the form of collars for the 1994-2003 period. Using cross sectional …
stock swap offers in the form of collars for the 1994-2003 period. Using cross sectional …
Empirical Analysis of Arbitrage Strategies in Centralized Cryptocurrency Exchanges and Its Applications to Decentralized Finance
P Grimberg - 2022 - search.proquest.com
Cryptocurrencies have gained popularity, leading to the establishment of large centralized
exchanges that enable traders to quickly convert off-chain between different …
exchanges that enable traders to quickly convert off-chain between different …
[BOOK][B] Invertir en hedge funds: análisis de su estructura, estrategias y eficiencia
MML de Prado, CR Illera - 2004 - books.google.com
Page 1 MARCOS MAILOC LÓPEZ DE PRADO n CARLOS RODRIGO ILLERA nx xy
INVERTIR EN HEDGE FUNDS ANÁLISIS DE SU ESTRUCTURA, ESTRATEGIAS Y …
INVERTIR EN HEDGE FUNDS ANÁLISIS DE SU ESTRUCTURA, ESTRATEGIAS Y …
[BOOK][B] Cash holdings, stock splits, and mergers: Examining risk and return in the equity markets
SD Shepherd - 2008 - search.proquest.com
Chapter one of my Ph. D. thesis focuses on the implications of corporate cash holdings. As a
low-returning asset, previous literature has theorized that holding excess cash should harm …
low-returning asset, previous literature has theorized that holding excess cash should harm …
[PDF][PDF] Hedge funds: Alternative investment strategies and portfolio models
W Mader - 2008 - d-nb.info
The hedge fund industry is moving out of the alternative corner and into the mainstream.
Investments in hedge funds have experienced considerable and steady growth in recent …
Investments in hedge funds have experienced considerable and steady growth in recent …