Risk and return in convertible arbitrage: Evidence from the convertible bond market

Journal

Journal of Empirical Finance

Subject

Finance

Publishing details

Journal of Empirical Finance 2011 March Vol 18:2 p 175-194

Authors / Editors

Naik N Y; Agarwal V; Fung W; Loon Y C

Biographies

Naik N Y

Publication Year

2011

Keywords

Hedge funds; Convertible bonds; Convertible arbitrage; Supply; Risk factors