Beschreibung
Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
08.02.2005
Verlag
John Wiley & SonsSeitenzahl
304 (Printausgabe)
Dateigröße
4327 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9780471714446
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.
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.
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