Michael Pascutti

Yale University

New Haven, CT 06520

United States

Department of Economics

28 Hillhouse Ave

New Haven, CT 06520-8268

United States

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Scholarly Papers (1)

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Profitable Price Impact: The Case of Convertible Bond Arbitrage

Number of pages: 51 Posted: 30 Jul 2019 Last Revised: 13 Feb 2020
Milad Nozari, Michael Pascutti and Heather Tookes
Yale School of Management - International Center for Finance, Yale University and Yale University - Yale School of Management
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Abstract:

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convertible bond arbitrage, prehedging