Index
Annunziata, Robert, 159
Arbitrage:
capital structure, 240
convertible, 40–41, 57–88, 233–235
equity market-neutral/statistical, 48–50, 203–230, 236–237
fixed-income, 42–43, 89–117, 237–238
merger, 45–46, 145–176, 234–236
mortgage-backed securities, 43–44, 119–143
pure, 11
relative value, 51–52, 231–246
statistical, 48–50, 203–230, 236–237
structured discount convertible, 241
Asset allocation and modern portfolio theory, 32–34
Asset swaps, 93
Asset types and market-neutral investing, 5–6, 24
Bankers Trust, 172
Bank of America, 172
Bank One, 172
Barksdale, James, ...
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