Hedge Fund Investing: A Practical Approach to Understanding Investor Motivation, Manager Profits, and Fund Performance
by Kevin R. Mirabile
References and Additional Reading
Weinstein, M., and W. Lagerquist. Arbitrage in Securities. New York: Harper Brothers, 1931.
Asness, C., A. Berger, and C. Palazzolo. “Limits of Convertible Bond Arbitrage.” CFA Institute Publications, December 2009, no. 5, 13 pages.
Avery, H. “Have Convertible Arbs Bottomed Out?” Euromoney 36, no. 435 (2005): 32, http://web.ebscohost.com.avoserv.library.fordham.edu/ehost/detail?sid=f0bee2f6-f78e-4987-9eaf-d20681a346de_sessionmgr13&vid=1&hid=7&bdata=JnNpdGU9ZWhvc3QtbGl2ZSZzY29wZT1zaXRl#db=bth&AN=17749243.
Thorpe, E. O., and S. Kassouf. Beat the Market. New York: Random House, 1967.
Calamos, J. P. Convertible Securities: The Latest Instruments, Portfolio Strategies & Valuation Analysis. New York: McGraw-Hill, 1998, Chapter 1: “Introduction.”
Calamos, N. P. Convertible Arbitrage: Insights and Techniques for Successful Hedging. Hoboken, NJ: John Wiley & Sons, 2003.
AIMA Canada. Convertible Arbitrage Strategy Paper, 2006. http://aima-canada.org/doc_bin/AIMA-Canada-Oct2006Paper6_Conv_Arb.pdf.
Fabozzi, F. J., J. Liu, and L. N. Switzer. “Market Efficiency and Returns from Convertible Bond Hedging and Arbitrage Strategies.” The Journal of Alternative Investments 11, no. 3 (2009): 37–64.
Liu, J., and F. A. Longstaff. “Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities.” Review of Financial Studies 17, no. 3 (2004): 611–641.
Stefanini, F. Investment Strategies of Hedge Funds. West Sussex, England: John Wiley ...
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