We construct a value weighted risk arbitrage portfolio and use it to evaluate the risk-adjusted performance of a risk arbitrage strategy
applied to collar offers.
To offset this risk of loss, the annuity arbitrage strategy
also involves the purchase of a guaranteed universal life insurance policy, designed to require level annual premiums until the death of the insured.
The proposed statistical arbitrage strategy
generates average excess return of 16.
An arbitrage strategy
attempts to lock in a risk-free profit by exploiting the mispricing.
As previously discussed, one direct implication of Equation (1) is that the incentive to pursue a long arbitrage strategy
increases with the investors' net dividend tax credit [epsilon]kD - [tau] (l+[epsilon]k)D.
The same arbitrage strategy
was detected for nine days.
MRGR aims to produce the risk/return characteristics of a merger arbitrage strategy
by tracking the performance of the S&P Merger Arbitrage Index (before fees and expenses).
The Merger Arbitrage strategy
was the strongest performer for the month, finished down 0.
The second part of our training is helping them understand how to implement them in their practice," for example detailing how a convertible arbitrage strategy
would work in a particular market environment.
This sub-fund will provide non-US investors with direct access to GAMCO's merger arbitrage strategy
in a UCITS form.
An alternative arbitrage strategy
involves buying and immediately redeeming the SPDRS and then selling the shares received.
Even the most complex structured bond, credit arbitrage strategy
or hedge trade can be broken down into its component parts, and if we understand the elemental components, we can then value the whole as the sum of its parts.
The Credit Suisse Liquid Alternative Beta Index (CSLAB) said the strongest performer in the index was the Merger Arbitrage strategy
, which finished down 0.
said, "Implementing our existing event arbitrage strategy
via a UCITS vehicle allows us to provide a liquid, regulated, onshore European fund that helps to further diversify our investor base.
When Steven Zoernack and The Bullion Fund deploy their Statistical Arbitrage Strategy
, the firm uses a heavily quantitative and computational approach to trading by utilizing a variety of automated trading systems which commonly make use of data mining, statistical methods and artificial intelligence techniques.