Convertible arbitrage theory focuses on the pricing of a convertible note in relation to the underlying ordinary asset. Convertible arbitrage is a market neutral investment strategy frequently employed by hedge funds. It involves the simultaneous purchase of convertible securities and the short sale of the same issuer’s common stock. The principle of the strategy is that the convertible is sometimes priced inefficiently relative to the underlying stock, for reasons that range from illiquidity to market psychology.
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