Sökning: "Danial Rohani"

Hittade 1 uppsats innehållade orden Danial Rohani.

1. 1. Takeover Trading Strategies: Is Risk Arbitrage and Reverse Risk Arbitrage Profitable In Europe?

   C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Författare :Danial Rohani; Christopher Wanzelius; [2010]
   Nyckelord :risk arbitrage; merger arbitrage; reverse risk arbitrage; chinesing; takeover;

   Sammanfattning : This thesis examines the profitability of passive Risk Arbitrage and semi-active Reverse Risk Arbitrage strategies on a sample of 212 cash takeovers in the European market from June 1997 to December 2005. Benchmarking the risk arbitrage portfolios against the CAPM, we find that risk arbitrage generates significant monthly abnormal returns ranging from 2. LÄS MER