Téléchargez le livre : Market Neutral Strategies

Market Neutral Strategies

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Éditeur :

Wiley


Collection :

Frank J. Fabozzi Series

Paru le : 2005-02-22

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76,70 €
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Description
An inside view of what makes market neutral strategies tick and how they can be implemented
Market neutral strategies have gained attention for their potential to deliver positive returns regardless of the direction of underlying markets. As these strategies have built a record of good performance in recent years, their benefits have become apparent. Market Neutral Strategies draws on the wisdom and experience of professional practitioners to describe strategies that are being utilized by some of today's leading institutional investors. This book provides readers with an insider's view of what makes these strategies work and how they can be implemented successfully. Topics covered include long-short equity and convertibles, fixed income and merger arbitrage; the tax and ERISA implications of market neutral investing; and the failure of two notorious "market neutral" ventures, Askin Capital Management and Long-Term Capital Management.
Bruce I. Jacobs (Florham Park, NJ) and Kenneth N. Levy are cofounders and principals of Jacobs Levy Equity Management, in Florham Park, New Jersey. They are coauthors of Equity Management: Quantitative Analysis for Stock Selection. Bruce Jacobs holds a PhD in finance from the Wharton School of the University of Pennsylvania. He is also the author of Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes.
Pages
304 pages
Collection
Frank J. Fabozzi Series
Parution
2005-02-22
Marque
Wiley
EAN papier
9780471268680
EAN PDF
9780471714446
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
304
Taille du fichier
4332 Ko
Prix
76,70 €

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