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- Publications
- Influence
Limited Arbitrage in Mergers and Acquisitions
- M. Baker, Serkan Savasoglu
- Economics, Business
- 15 July 2002
A diversified portfolio of risk arbitrage positions produces an abnormal return of 0.6% to 0.9% per month over the period from 1981 to 1996. We trace these profits to practical limits on risk… Expand