After the storm
Convertible arbitrage was the top-performing hedge fund strategy of 2009. What can investors expect in 2010?
The performance of convertible arbitrage in 2009 was one of the year’s investment highlights. Funds using the strategy posted average gains of over 42% last year, according to Hedge Fund Research. Some wonder, however, if there is anything left in convertible arbitrage after this spectacular run.
The easy money in the convertibles market may already have been made and there are few obvious beta trades left in the market. Nevertheless, hedge fund managers believe the strategy still has a lot to
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