PT  - JOURNAL ARTICLE
AU  - Peter Drippé
AU  - Dwight Eyrick
TI  - Trading Strategy Forum
AID  - 10.3905/jai.2001.319013
DP  - 2001 Sep 30
TA  - The Journal of Alternative Investments
PG  - 67--71
VI  - 4
IP  - 2
4099  - https://pm-research.com/content/4/2/67.short
4100  - https://pm-research.com/content/4/2/67.full
AB  - Merger arbitrage has been one of the most consistent performing of hedge fund strategies. However, recent issues related to U.S. and European regulatory action on potential mergers have increased both interest and concern about the potential of this strategy. In this issue, two experts answer questions regarding their views as to the benefits of merger arbitrage.