Wednesday, July 30, 2008

MARB

Bloomberg is really an amazing piece of software. I have always been interested in learning about risk arbitrage, but Bloomberg's Merger Arbitrage screen ("MARB") makes it easy to narrow down my focus. Over the next few months, I'm going to try to run a test portfolio (portfauxlio?) focusing on the smaller deals that hopefully aren't as appealing to professional merger arb analysts.

Related reading: http://www.focusinvestor.com/MergerArb.pdf

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