
Limited Arbitrage in Mergers and Acquisitions
Malcolm Baker and Serkan Savasoglu’s paper, “Limited Arbitrage in Mergers and Acquisitions II,” delves into the performance of merger arbitrage strategies and the factors that influence their returns.
Malcolm Baker and Serkan Savasoglu’s paper, “Limited Arbitrage in Mergers and Acquisitions II,” delves into the performance of merger arbitrage strategies and the factors that influence their returns.
The study employs advanced machine learning techniques, including logistic regression, tree-based models, and neural networks, to evaluate the factors influencing deal success.
The shrinking merger arbitrage spreads have profound implications for investors employing alternative investment strategies, particularly those utilizing return stacking.
In this paper the authors examine merger arbitrage as an investment strategy that seeks to profit from the successful completion of corporate mergers and acquisitions.