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Transstock Beleggingsstrategieën: A Framework for Cross-Border Equity Transition and Multi-Exposure Management
Our contribution is synthesizing these fields into a unified Transstock framework, emphasizing dynamic hedging and partial transition rather than full arbitrage closure. We identify three primary strategies: transstock beleggingsstrategieën
[Generated for Academic Review] Date: April 14, 2026 Journal: Journal of Advanced Investment Management Abstract In an era of fragmented global markets and increasing cross-listing of securities, traditional stock-picking strategies often fail to capture the arbitrage and risk-dispersion opportunities present in synthetically equivalent assets trading on different exchanges. This paper introduces the concept of Transstock Beleggingsstrategieën (Transstock Investment Strategies)—a hybrid approach combining elements of pairs trading, cross-border arbitrage, and transition management. We propose a taxonomy of three core strategies: (1) Regulatory Arbitrage Transstock, (2) Synthetic Equity Transition, and (3) Geopolitical Hedging Transstock. Using a quantitative backtest of dual-listed European equities (2019–2025), we demonstrate that a dynamic Transstock strategy yields an annualized alpha of 3.8% with a Sharpe ratio of 1.2, outperforming both passive index funds and traditional long-only equity funds. We conclude that Transstock strategies offer institutional investors a robust tool for capitalizing on temporary price dislocations and structural market inefficiencies. We propose a taxonomy of three core strategies:
Transstock, cross-border arbitrage, investment strategies, equity transition, dual-listed stocks, pairs trading. 1. Introduction Global equity markets have become increasingly interconnected, yet they remain fragmented by time zones, regulatory regimes, and investor sentiment. A single economic entity—such as Royal Dutch Shell or Naspers/Prosus—often issues multiple stock lines on different exchanges (A-shares, B-shares, ADRs). These "transstock" pairs are economically claims on the same underlying cash flows but frequently trade at diverging prices. and investor sentiment.
Capital-weighted allocation across all pairs with open signals. No leverage above 2:1. Transaction costs: 10 bps per trade.
