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Convertible Bonds

•Vikas Agrawal, William H. Fung, Yee Cheng Loon, and Narayan Y. Naik, "Risks in Hedge Fund Strategies: Case of Convertible Arbitrage"London Business School Working Paper, 2006

•Bliss, Robert R & Ronn, Ehud I, 1998. "Callable U.S. Treasury Bonds: Optimal Calls, Anomalies, and Implied Volatilities," Journal of Business, University of Chicago Press, vol. 71(2), pages 211-52.

•Fan Yu, 2005, How Profitable Is Capital Structure Arbitrage, University of California Irvine Working Paper

•O Berndt, de Melo B S, "Capital Structure Arbitrage Strategies:Models, Practice and Empirical Evidence", University of Lausanne Masters Thesis

•Chatiras M, Mukherjee B, Capital Structure Arbitrage: An Empirical Investigation using Stocks and High Yield Bonds, Center for International Securities and Derivatives Markets Working Paper

•Loncarski, Igor, Ter Horst, Jenke R. and Veld, Chris H., The Rise and Demise of the Convertible Arbitrage Strategy. Financial Analyst Journal, Volume 65(5), September/October 2009

•Hutchinson M, Gallagher L, "Convertible Bond Arbitrage"

•Agarwal, Vikas, Fung, William, Loon, Yee Cheng and Naik, Narayan Y., Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market (December 08, 2010). Journal of Empirical Finance, Forthcoming. Available at SSRN: http://ssrn.com/abstract=885945

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