Capital Structure Arbitrage Strategies: Models, Practice and Empirical Evidence

Topics:
Investment and Capital Markets
Tags:
Capital Structure,
Capital Structures,
Finance,
HEC Lausanne
Source:
HEC Lausanne

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Overview: Capital structure arbitrage strategies currently are the fastest growing sector in the hedge fund market and in proprietary trading departments in large banks. The objective of the thesis is the theoretical and practical background of capital structure arbitrage and hedging strategies, and the empirical evidence of key relationships applying these strategies. Capital structure arbitrage and hedging involves taking long and short positions in different instruments and asset classes of a company's capital structure, in particular between a company's debt and equity products.

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Format: PDF | Size: 1,956KB | Date: Nov 2003 | Pages: 241

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