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Event Arbitrage

By: Joshua D. Coval and Erik Stafford
  • Format:Print
  • | Pages:19
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Abstract

The event arbitrage module includes two simulation sessions. The first simulation focuses on analyzing and evaluating individual merger transactions, while the second simulation emphasizes managing a portfolio of individual positions and the limitations of arbitrage investing in real-world capital markets. The underlying data and information are derived from actual merger transactions and have been disguised to prevent students from knowing the outcome ahead of time.

Keywords

Mergers and Acquisitions; Capital Markets; Financial Management; Investment Portfolio; Risk Management

Citation

Coval, Joshua D., and Erik Stafford. "Event Arbitrage." Harvard Business School Background Note 208-090, November 2007.

About The Authors

Joshua D. Coval

Finance
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Erik Stafford

Finance
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