Description: Market Neutral StrategiesAuthor(s): Bruce I. Jacobs, Kenneth N. Levy, Mark J. P. Anson Format: Hardback Publisher: John Wiley & Sons Inc, United States Imprint: John Wiley & Sons Inc ISBN-13: 9780471268680, 978-0471268680 Synopsis 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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Book Title: Market Neutral Strategies
Number of Pages: 304 Pages
Language: English
Publication Name: Market Neutral Strategies
Publisher: John Wiley & Sons INC International Concepts
Publication Year: 2004
Subject: Finance
Item Height: 240 mm
Item Weight: 638 g
Type: Textbook
Author: Kenneth N. Levy, Bruce I. Jacobs
Series: Frank J. Fabozzi Series
Item Width: 165 mm
Format: Hardcover
