Sep 10, 2025 · Convertible arbitrage essentially involves taking simultaneous long and short positions in a convertible bond and its underlying stock. The arbitrageur hopes to profit from any movement in the...

Convertible arbitrage is a market-neutral investment strategy often employed by hedge funds. It involves the simultaneous purchase of convertible securities and the short sale of the same issuer's common …

Convertible arbitrage is a specialized investment strategy that attempts to exploit pricing inefficiencies between a company’s convertible securities and its underlying stock. The strategy primarily involves …

Jul 10, 2025 · Hedge-fund indices are posting the strongest convert-arb performance in more than a decade, and new-issue volume in convertibles is running near post-pandemic highs. Below, we …

Convertible arbitrage is a relative value alternative investment strategy that typically has had very low equity beta and low correlation with equities and interest rates.

Convertible arbitrage is similar to merger arbitrage: it won’t outperform a buy-and-hold strategy on an equity index over many decades… …but it’s still valuable for its hedging properties and low …

• Convertible Arbitrage is a pair trade that involves going long a convertible bond and shorting the equity of that same company. The amount of the short stock is formulated to negate the equity sensitivity …

Convertible arbitrage is a trading strategy that involves purchasing convertible securities while simultaneously short-selling the underlying stock. This approach capitalizes on price discrepancies …

Mar 28, 2024 · Convertible arbitrage requires simultaneous long and short positions in a convertible bond and its underlying stock. The arbitrageur aims to profit from market movements by maintaining …

Convertible arbitrage involves purchasing a mispriced convertible bond (long position) and simultaneously short-selling a calculated number of shares of the stock. As the manager waits for the …