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Merger arbitrage is the old well-known strategy of holding portfolio of stocks of companies that participate in merger deal. Prior classical academic results considered merger arbitrage as quite unique alpha uncorrelated with broad market, however later studies showed that the strategy risk profile is equivalent to selling put options, thus the strategy is quite risky.

Pages in category "Merger Arbitrage"

The following 2 pages are in this category, out of 2 total.

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