Filter Results
:
(49)
Show Results For
-
All HBS Web
(129)
- Faculty Publications (49)
Show Results For
-
All HBS Web
(129)
- Faculty Publications (49)
←
Page 3 of
49
Results
- October 1998
- Case
Farallon Capital Management: Risk Arbitrage (B)
By: Andre F. Perold and Robert Howard
Farallon Capital Management, an investment firm that specializes in risk arbitrage, has taken significant long and short positions in MCI Communications and British Telecommunications, respectively, in the belief that the proposed merger of these firms will be...
View Details
Keywords:
Mergers and Acquisitions;
Capital Markets;
Investment;
Risk Management;
Strategy;
Financial Services Industry
Perold, Andre F., and Robert Howard. "Farallon Capital Management: Risk Arbitrage (B)." Harvard Business School Case 299-021, October 1998.
- October 1998
- Case
Farallon Capital Management: Risk Arbitrage (C)
By: Andre F. Perold and Robert Howard
Farallon Capital Management, an investment firm that specializes in risk arbitrage, has taken significant long and short positions in MCI Communications and British Telecommunications, respectively, in the belief that the proposed merger of these firms will be...
View Details
Keywords:
Capital Markets;
Equity;
Mergers and Acquisitions;
Financial Institutions;
Risk Management;
Investment Funds;
Financial Services Industry
Perold, Andre F., and Robert Howard. "Farallon Capital Management: Risk Arbitrage (C)." Harvard Business School Case 299-022, October 1998.
- March 1996 (Revised April 2006)
- Case
Global Equity Markets: The Case of Royal Dutch and Shell
By: Kenneth A. Froot and Andre F. Perold
Royal Dutch and Shell common stocks are securities with linked cash flow, so that the ratio of their stock prices should be fixed. In fact, the ratio is highly variable, moving with the markets where the securities are intensively traded. Royal Dutch trades more...
View Details
Keywords:
International Equity Markets;
International Cost Of Capital;
Cross-border Valuation;
International Finance;
Equity;
Cost of Capital;
Valuation;
Cash Flow
Froot, Kenneth A., and Andre F. Perold. "Global Equity Markets: The Case of Royal Dutch and Shell." Harvard Business School Case 296-077, March 1996. (Revised April 2006.)
- July 1994 (Revised October 1995)
- Case
Coca-Cola Harmless Warrants
By: Scott P. Mason and Mihir A. Desai
Underscores the arbitrage implicit in the pricing of a complex unit of debt and warrants issued by the Coca-Cola Co.
View Details
Mason, Scott P., and Mihir A. Desai. "Coca-Cola Harmless Warrants." Harvard Business School Case 295-007, July 1994. (Revised October 1995.)
- June 1992 (Revised June 1995)
- Case
RJR Nabisco Holdings Capital Corp.--1991
By: Peter Tufano
An investment manager notices a large apparent discrepancy in the prices of two nearly-identical bonds issued in conjunction with a major leveraged buyout. The manager must figure out whether the instruments are mispriced relative to one another, and if so, how to...
View Details
Tufano, Peter. "RJR Nabisco Holdings Capital Corp.--1991." Harvard Business School Case 292-129, June 1992. (Revised June 1995.)
- 01 Dec 1986
- Conference Presentation
Contracts Markets, Cash Markets, and Arbitrage
By: André Perold and James F. Gammill Jr.
Keywords:
Financial Markets
- September 1986 (Revised July 2001)
- Case
Eastern Electric Apparatus Repair Company (A)
By: Carliss Y. Baldwin and Harry Gruner
As principals engaged in structuring leveraged buyouts for a well-capitalized risk arbitrage firm, Bob Meehan and George Schwartz are preparing to bid for the business and assets of a Westinghouse subsidiary. The case focuses on the value of the opportunity, methods of...
View Details
Keywords:
Leveraged Buyouts;
Bids and Bidding;
Opportunities;
Business Subsidiaries;
Strategy;
Valuation;
Equity;
Electronics Industry
Baldwin, Carliss Y., and Harry Gruner. "Eastern Electric Apparatus Repair Company (A)." Harvard Business School Case 287-023, September 1986. (Revised July 2001.)
- Forthcoming
- Article
Segmented Arbitrage
We use arbitrage activity in equity, fixed income, and foreign exchange markets to characterize the frictions and constraints facing intermediaries. The average pairwise correlation between the 32 arbitrage spreads that we study is 22%. These low correlations are...
View Details
Keywords:
Financial Intermediation;
Arbitrage;
Intermediary-based Asset Pricing;
Finance;
Segmentation
Siriwardane, Emil, Adi Sunderam, and Jonathan Wallen. "Segmented Arbitrage." Journal of Finance (forthcoming).