Therefore, any arbitrage opportunities under fair value conditions will translate into distortions to financial reporting, regardless of whether one can actually implement the arbitrage strategy
or practically hedge.
We utilize the event time approach to compare the raw returns of a risk arbitrage strategy
to a conservative buy and hold the market strategy.
Moreover, the annuity arbitrage strategy
can produce a very attractive net return on the funds committed to the plan--a return that can outperform fixed income alternatives and exceed the results one might obtain through a charitable gift annuity.
Avellaneda & Lee (2010) use Principal Component Analysis or sector ETFs in their statistical arbitrage strategy
Thus, implementing the arbitrage strategy
with the DJIA stocks and Diamonds calls for a straightforward rule of starting with one share of each company and then scaling it up to the limit of available investable funds.
Therefore, investors will use the long arbitrage strategy
if the following conditions hold:
Some UL products offer guaranteed death benefit riders, which work well with the arbitrage strategy
Convertible arbitrage strategy
usually involves buying a portfolio of convertible securities and hedging equity risk by short-selling the underlying stock.
The current environment of falling interest rates could hardly be better for convertible arbitrage strategy
The implication is that equity in observed wages among blacks and whites was an important component of Ford's arbitrage strategy
We have followed more complex methodologies that are based on the main principles of asset valuation and provide arbitrage portfolios without previously specifying the exact nature of the arbitrage strategy
to be used.
Newell's leveraged arbitrage strategy
greatly expanded the Congregation's potential liability and risk beyond the amount of cash invested.