Conjoint Measurement Part I: Risk Arbitrage

[PiP]
-Prompted by a shared article by Taichiseal, led to recalling the theory of conjoint measurements
-Supposed to show an application of conjoint measurements to risk arb, on conditional events; used in handicapping trades in the specific case of the Spore casino/integrated resorts tender bidding in 2006:
positive example – the Marina Bay IR bid involving Las Vegas Sands, Capitaland/MGM, Keppel Land/Harrah’s CityDev/Sun;
not so positive trade – the following Sentosa IR bid

One thought on “Conjoint Measurement Part I: Risk Arbitrage

  1. Pingback: 0.34% « Late Monsoons…

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