Definition of Risk arbitrage
1. Noun. Arbitrage involving risk; as in the simultaneous purchase of stock in a target company and sale of stock in its potential acquirer; if the takeover fails the arbitrageur may lose a great deal of money.
Risk Arbitrage Pictures
Click the following link to bring up a new window with an automated collection of images related to the term: Risk Arbitrage Images
Lexicographical Neighbors of Risk Arbitrage
Literary usage of Risk arbitrage
Below you will find example usage of this term as found in modern and/or classical literature:
1. Reducing Capital Cost in Southern Africa by Martín Grandes, Nicolas Pinaud (2005)
"Aside from default risk, arbitrage across onshore instruments in different currencies might involve potentially large costs resulting from various market ..."
2. Catastrophic Risks and Insurance by Flore-Anne Messy (2005)
"... attractive to terrorists, risk arbitrage opportunities for terrorism securitization may possibly arise. ..."