Market Neutral Strategies
eBook - PDF

Market Neutral Strategies

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Market Neutral Strategies

About this book

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.

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Yes, you can access Market Neutral Strategies by Bruce I. Jacobs,Kenneth N. Levy in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley
Year
2005
Print ISBN
9780471268680
eBook ISBN
9780471714446
Edition
1
Subtopic
Finance

Table of contents

  1. Market Neutral Strategies