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Introduction

Convertible arbitrage strategies have become increasingly popular in recent years as investors seek alternative ways to generate returns in a volatile market environment. This thesis aims to explore the effectiveness of these strategies and their impact on overall portfolio performance.

Chapter 1: Introduction
1.1 Introduction
1.2 Background of study
1.3 Problem Statement
1.4 Objective of study
1.5 Limitation of study
1.6 Scope of study
1.7 Significance of study
1.8 Structure of the Thesis
1.9 Definition of terms

Chapter 2: Literature Review
2.1 Overview of Convertible arbitrage strategies
2.2 Historical perspective
2.3 Theoretical framework
2.4 Empirical studies
2.5 Benefits and drawbacks of convertible arbitrage strategies
2.6 Regulatory issues
2.7 Risk management considerations
2.8 Impact on market efficiency
2.9 Comparison with other investment strategies
2.10 Current trends and future outlook

Chapter 3: Research Methodology
3.1 Research approach
3.2 Data collection methods
3.3 Sample selection
3.4 Data analysis techniques
3.5 Variables and measures
3.6 Model specification
3.7 Hypothesis development
3.8 Limitations of the study

Chapter 4: Discussion of Findings
4.1 Descriptive statistics
4.2 Analysis of results
4.3 Interpretation of findings
4.4 Comparison with existing literature
4.5 Implications for investors
4.6 Suggestions for future research
4.7 Practical applications
4.8 Conclusion

Chapter 5: Conclusion and Summary
5.1 Summary of key findings
5.2 Contributions to existing literature
5.3 Practical implications
5.4 Recommendations for investors
5.5 Limitations of the study
5.6 Future research directions
5.7 Conclusion

Thesis Overview

Convertible arbitrage strategies involve the simultaneous purchase of convertible securities and short selling the underlying equity. This strategy aims to exploit pricing inefficiencies between the convertible bond and the equity component, thus generating profits for investors. The strategy is considered low risk as it hedges against market fluctuations, providing a consistent return regardless of market conditions.

The literature review will provide an overview of convertible arbitrage strategies, including historical perspectives, theoretical frameworks, empirical studies, and regulatory issues. It will also discuss the benefits and drawbacks of these strategies, as well as their impact on market efficiency and comparison with other investment strategies.

The research methodology will outline the approach taken in this study, including data collection methods, sample selection, data analysis techniques, variables and measures, model specification, hypothesis development, and limitations of the study.

The discussion of findings will present descriptive statistics, analysis of results, interpretation of findings, comparison with existing literature, implications for investors, and suggestions for future research. The conclusion will summarize key findings, contributions to existing literature, practical implications, recommendations for investors, limitations of the study, future research directions, and overall conclusion on the effectiveness of convertible arbitrage strategies.

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