(Hedgeweek) A recent study by the Strategic Consulting team, Prime Services, Barclays Capital, found that since 2010, merger arbitrage was the highest performing alpha generating strategy, returning 2.6 per cent (annualised). But in Europe, this strategy, which used to be referred to as risk arbitrage, is less obviously well known to investors than in the US. Part of this is down to not knowing what the right questions are to ask, when seeking out a ‘pure play’ merger arbitrage manager in the wider event-driven category.
Identifying a pure merger arbitrage strategy in the event-driven space
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