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Merger Arbitrage: How to Profit from Event-Driven Arbitrage Thomas Kirchner
Publisher: Wiley

However, IsoTis stands out because nobody opposes the merger with Integra. A leading firm is looking to add a senior research analyst to their event-driven trading desk in London. To a large extent, the pain of non-votes is self-inflicted. Event driven investment approaches generally carry a moderate risk. Merger Arbitrage: How to Profit from Event-Driven Arbitrage Publisher: W i l e y | 2009 | PDF | ISBN: 0470371978 | 355 pages | 15.5 Mb Written by a fund manager who invests solely in merger. Available at Amazon, Barnes & Noble, Borders and other booksellers. Merger Arbitrage/Risk Arbitrage research analyst. Merger Arbitrage: How to Profit from Event-Driven Arbitrage Publisher: W i l e y | 2009 | PDF | ISBN: 0470371978 | 355 pages | 15.5 Mb. Event driven strategies focus on temporary value changes produced by one-time events such as mergers, bankruptcies, and corporate restructuring. Chapter 1 of the book Merger Arbitrage: How To Profit From Event-Driven Arbitrage by Thomas Kirchner. A detailed seem at an critical hedge fund strategy. Event-driven Hedge Fund Strategy. Analysts in hedge fund jobs using this strategy will often identify imbalances in Arbitrage Strategy Relative value, or arbitrage, strategies are employed by hedge funds that specialize in transactions across value differentials between types of related financial instruments. Some of the Merger arbitrage – With this strategy, fund managers invest in unique opportunities for profit driven by corporate action.