Convertible Bonds

From Bogleheads

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Contents 1 Definitions 2 Risks 3 Role in a portfolio 4 Papers 5 Further Reading 6 How to Cite

Definitions

• Convertible Bond
• Conversion Price
• Convertible Bonds: An Introduction

Risks

Role in a portfolio

Papers

• Convertible Bonds As An Asset Class 1957-1992 by Ibbotsen, Scott L. Lummer PHD CFA, Mark W. Riepe CFA
• What Drives the Performance of Convertible Bond Funds? by Ammann, Manuel, Kind, Axel H. and Seiz, Ralf (March 2007)
• An Empirical Comparison of Convertible Bond Valuation Models by Zabolotnyuk, Yuriy, Jones, Robert A. and Veld, Chris H., (June 18, 2007).
• The Rise and Demise of the Convertible Arbitrage Strategy by Loncarski, Igor, ter Horst, Jenke R. and Veld, Chris H. (July 31, 2007)

Further Reading

• Larry E. Swedroe, Joseph H. Hempen (2005). The Only Guide to a Winning Bond Strategy You'll Ever Need.

How to Cite

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Please see [url=http://www.bogleheads.org/wiki/Convertible_Bonds]Convertible Bonds[/url] on the [url=http://www.bogleheads.org/wiki/Main_Page]Bogleheads Wiki[/url].

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Bonds
Bonds	Treasury Inflation Protected Securities • I Savings Bonds • EE Savings Bonds • Corporate Bonds • Zero-coupon bond‎ • Mortgage Backed Securities • Municipal Bonds • Convertible Bonds • High Yield Bonds • Emerging Market Bonds
Bond Topics	Bond Basics • Bonds: Advanced Topics • Laddering Bonds or CDs • Individual Bonds vs a Bond Fund • I Bonds vs TIPS
Research Resources	Vanguard SEC Filings: Taxable Fixed Income Funds • Vanguard SEC Filings: Tax-Exempt Fixed Income Funds