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Sábado, 23 de enero de 2016. Value-at-risk for merger arbs. New York-based consultancy Capital Markets Risk Advisors (CMRA) is developing a database it says will allow investors to apply value-at-risk to portfolios with investments in merger arbitrage hedge funds. Horwitz says the CMRA database will allow more accurate analysis of the stock price behaviour of two merging companies after a merger announcement and, separately, if a deal falls through. The database will also help portfolio managers dive...

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Sábado, 23 de enero de 2016. Value-at-risk for merger arbs. New York-based consultancy Capital Markets Risk Advisors (CMRA) is developing a database it says will allow investors to apply value-at-risk to portfolios with investments in merger arbitrage hedge funds. Horwitz says the CMRA database will allow more accurate analysis of the stock price behaviour of two merging companies after a merger announcement and, separately, if a deal falls through. The database will also help portfolio managers dive...
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Marc Writes | marcwrites.blogspot.com Reviews

https://marcwrites.blogspot.com

Sábado, 23 de enero de 2016. Value-at-risk for merger arbs. New York-based consultancy Capital Markets Risk Advisors (CMRA) is developing a database it says will allow investors to apply value-at-risk to portfolios with investments in merger arbitrage hedge funds. Horwitz says the CMRA database will allow more accurate analysis of the stock price behaviour of two merging companies after a merger announcement and, separately, if a deal falls through. The database will also help portfolio managers dive...

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Sábado, 23 de enero de 2016. Value-at-risk for merger arbs. New York-based consultancy Capital Markets Risk Advisors (CMRA) is developing a database it says will allow investors to apply value-at-risk to portfolios with investments in merger arbitrage hedge funds. Horwitz says the CMRA database will allow more accurate analysis of the stock price behaviour of two merging companies after a merger announcement and, separately, if a deal falls through. The database will also help portfolio managers dive...

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