A Risk Arbitrage Convergence Trade: The Nikkei Put Warrant Market of 1989–90

Rachel E. S. Ziemba and William T. Ziemba
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Rachel E. S. Ziemba: Roubini Global Economics, UK
William T. Ziemba: University of British Columbia, Canada

Chapter 12 in Investing in the Modern Age, 2013, pp 121-126 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:The historical development leading up to the NSA put warrantsNSA puts and calls on the Toronto and American stock exchanges, 1989–1992

Keywords: Hedge Funds; Sovereign Wealth Funds; Investment Agglomerations; Endowment Investing; Stock Market Crashes and Their Prediction; Global Economic Situation; Global Investment Strategies; Kelly and Fractional Kelly Wagering Strategies; Calendar Anomalies; Political Party; Time of Year Effects (search for similar items in EconPapers)
Date: 2013
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