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Hedge Fund Investing or Mutual Fund Investing: An Application of Multi Attribute Utility Theory

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Figure

Figure 1. Optimal short sale prices for acquirer stock in stock mergers.
Figure 2. Optimal prices for target stock at the intersection of a exponential utility func-tion and poisson jump process
Figure 3. Technology stock prices during the 2000-2002 bubble.
Figure shows the proceeds from short selling convertible bonds, AB on falling bond prices in a con-vertible arbitrage strategy
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