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Uncertainty[ catalog ] For "choice under investigation" the twin parties of rationality and market efficiencyas more fully defined, lead to modern portfolio theory MPT with its primary asset pricing composition CAPM —an equilibrium-based result—and to the Focus—Scholes—Merton theory BSM; often, simply Relay—Scholes for option pricing —an arbitrage-free result.
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Whole that the latter derivative prices are pushed such that they are anathema-free with respect to the more kind, equilibrium determined, securities prices; see excitement pricing. Thinkorswim, on the other literature, is a powerhouse designed for advanced statistics.
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How ProÞtable Is Capital Structure Arbitrage? Abstract This paper examines the risk and return of the so-called ﬁcapital structure arbitrage,ﬂ which.
The HFRX Absolute Return Index is designed to be representative of the overall composition of the hedge fund universe. It is comprised of all eligible hedge fund strategies; including but not limited to convertible arbitrage, distressed securities, equity hedge, equity market neutral, event driven, macro, merger arbitrage, and relative value arbitrage.
Definition of capital structure arbitrage: Investment strategy in which an undervalued security is bought and the same firm's overvalued security is sold. Its objective is to profit from the pricing inefficiency in the issuing firm's capital.
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