Index

Albertsons, 149–151

Allied Waste, 163–165

American Stores, 149–151

America Online, 171, 172

Analysis of returns, 28–34

Annunziata, Robert, 159

APT optimizer, 217, 220

Arbitrage:

capital structure, 240

convertible, 40–41, 57–88, 233–235

equity market-neutral/statistical, 48–50, 203–230, 236–237

fixed-income, 42–43, 89–117, 237–238

merger, 45–46, 145–176, 234–236

mortgage-backed securities, 43–44, 119–143

pure, 11

relative value, 51–52, 231–246

statistical, 48–50, 203–230, 236–237

structured discount convertible, 241

Asset allocation and modern portfolio theory, 32–34

Asset swaps, 93

Asset types and market-neutral investing, 5–6, 24

Bankers Trust, 172

Bank of America, 172

Bank One, 172

Barksdale, James, ...

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