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Harnessing the costs of international tax arbitrage.
Virginia Tax Review; 1/1/2007; Rosenzweig, Adam H.; 787 words
; ... academics, the issue of international tax arbitrage, or private tax benefits arising from ... than try to minimize the costs of such arbitrage or prevent abuse of the laws of a particular ... some of the costs of international tax arbitrage, both as a means to further exogenous ...
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Volatility arbitrage funds rise 10%.
Financial News; 2/2/2003; 737 words
; ... problems for most investors, volatility arbitrage hedge funds have achieved impressive returns.The average volatility arbitrage fund grew by more than 10% last year ... Volatility (also known as statistical) arbitrage funds seek to produce superior returns ...
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 "Futures (Cedar Falls, Iowa)")
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Shrinking world opens arbitrage window. (Managed Money).
Futures (Cedar Falls, Iowa); 12/1/2001; Collins, Daniel P.; 787 words
; ... their underlying, lead to a renaissance in arbitrage? Asking a fund manager about arbitrage opportunities is akin to asking a fisherman ... and reducing the inefficiency that made that arbitrage opportunity profitable in the first place ...
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Guide pratique de l'arbitrage de grief au Quebec.(Book review)
Relations Industrielles/Industrial Relations; 9/22/2006; Veilleux, Diane; 465 words
; Guide pratique de l'arbitrage de grief au Quebec, par Jean-Serge ... L'auteur presente un guide pratique de l'arbitrage de grief au Quebec. Il s'agit en effet ... de reperes generaux du processus d'arbitrage de grief. Il permet de prendre rapidement ...
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Review of synthesis of no-arbitrage Gaussian term structure models
Canadian Journal of Administrative Sciences; 6/1/2002; San-Ling Chung; 787 words
; ... futures rates, and apply it to derive no-arbitrage Gaussian term structure models. We show ... Cet article fournit une approche non-arbitrage generale applicable a des modeles gaussiens ... literature this approach is often called no-arbitrage term structure models of interest rates ...
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FrontPoint adds equity arbitrage team.
Financial News; 5/1/2002; 412 words
; ... firm, has added a quantitative equity arbitrage team to its growing business. The strategy ... was a member of the convertible bond arbitrage team at Banc of America Securities and ... neutral strategies including statistical arbitrage, convertible arbitrage, volatility arbitrage ...
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Optimal second-degree price discrimination and arbitrage: on the role of asymmetric information among buyers.
RAND Journal of Economics; 6/22/2005; Jeon, Doh-Shin Menicucci, Domenico; 787 words
; ... buyers could form a coalition to conduct arbitrage. We study the optimal sale mechanism ... they fail to realize the gains from arbitrage because of the transaction costs in coalition ... buyers to form coalitions to conduct arbitrage, that is, to coordinate their purchases ...
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SocGen's Fimat Expands Volatility Arbitrage Gauge
Daily News; 6/18/2004; Chidem Kurdas, New York Bureau Chief; 252 words
; ... two hedge funds to the Fimat Volatility Arbitrage Median. Quadix Volatility Fund and Lynx Arbitrage Fund joined FVAM, bringing to seven the ... this performance measure for volatility arbitrage - a strategy that treats volatility as ...
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KBC Opens Second Convertible Arbitrage Fund
Daily News; 2/6/2002; Susan L. Barreto, Senior Reporter; 465 words
; ... officials are broadening their convertible arbitrage strategy with a second fund - KBC Convertible ... firm's first fund, the KBC Convertible Arbitrage Fund, launched on July 1, 2001 with ... offshore investors on Feb. 1. Using a global arbitrage, market-neutral strategy like its sibling ...
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Risk arbitrage funds remain in slump
The Journal Record; 3/15/1999; Phil Serafino Bloomberg News; 638 words
; ... yet the money that drained out of "risk arbitrage" hasn't, investors say. "There is probably ... director of research for the New York arbitrage firm Kellner DiLeo. At the same time ... also sidelined a major force in the arbitrage business. The hedge fund reportedly had ...
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