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- Convertible_arbitrage abstract "Convertible arbitrage is a market-neutral investment strategy often employed by hedge funds. It involves the simultaneous purchase of convertible securities and the short sale of the same issuer's common stock.The premise of the strategy is that the convertible is sometimes priced inefficiently relative to the underlying stock, for reasons that range from illiquidity to market psychology. In particular, the equity option embedded in the convertible bond may be a source of cheap volatility, which convertible arbitrageurs can then exploit.The number of shares sold short usually reflects a delta-neutral or market-neutral ratio. As a result, under normal market conditions, the arbitrageur expects the combined position to be insensitive to small fluctuations in the price of the underlying stock. However, maintaining a market-neutral position may require rebalancing transactions, a process called dynamic delta hedging. This rebalancing adds to the return of convertible arbitrage strategies.".
- Convertible_arbitrage wikiPageExternalLink hedge-fund-strategy-convertible-arbitrage.html.
- Convertible_arbitrage wikiPageID "1491847".
- Convertible_arbitrage wikiPageRevisionID "571701935".
- Convertible_arbitrage hasPhotoCollection Convertible_arbitrage.
- Convertible_arbitrage subject Category:Financial_markets.
- Convertible_arbitrage type Abstraction100002137.
- Convertible_arbitrage type Act100030358.
- Convertible_arbitrage type Activity100407535.
- Convertible_arbitrage type Event100029378.
- Convertible_arbitrage type FinancialMarkets.
- Convertible_arbitrage type Market101097292.
- Convertible_arbitrage type PsychologicalFeature100023100.
- Convertible_arbitrage type YagoPermanentlyLocatedEntity.
- Convertible_arbitrage comment "Convertible arbitrage is a market-neutral investment strategy often employed by hedge funds. It involves the simultaneous purchase of convertible securities and the short sale of the same issuer's common stock.The premise of the strategy is that the convertible is sometimes priced inefficiently relative to the underlying stock, for reasons that range from illiquidity to market psychology.".
- Convertible_arbitrage label "Convertible arbitrage".
- Convertible_arbitrage sameAs m.055krs.
- Convertible_arbitrage sameAs Q5166503.
- Convertible_arbitrage sameAs Q5166503.
- Convertible_arbitrage sameAs Convertible_arbitrage.
- Convertible_arbitrage wasDerivedFrom Convertible_arbitrage?oldid=571701935.
- Convertible_arbitrage isPrimaryTopicOf Convertible_arbitrage.