Market neutral strategies / Bruce I. Jacobs, Kenneth N. Levy, editors.

Format:

Book

Author/Creator:

Jacobs, Bruce I.

Contributor:

Levy, Kenneth N.

Series:

Frank J. Fabozzi series.

Frank J. Fabozzi series

Language:

English

Subjects (All):

Speculation.

Investment analysis.

Physical Description:

1 online resource (304 p.)

Edition:

1st ed.

Place of Publication:

Hoboken, N.J. : John Wiley & Sons, c2005.

Language Note:

English

Summary:

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.

Contents:

Questions and answers about market neutral investing / Jane Buchan, Bruce I. Jacobs, and Kenneth N. Levy

Market neutral equity investing / Bruce I. Jacobs and Kenneth N. Levy

Convertible bond hedging / Jane Buchan

Sovereign fixed-income arbitrage / John Maltby

Market neutral strategies with mortgage-backed securities / George E. Hall and Seth C. Fischoff

Merger arbitrage / Daniel S. Och and Todd C. Pulvino

Transporting alpha ; A tale of two hedge funds / Bruce I. Jacobs and Kenneth N. Levy

Significant tax considerations for taxable investors in market neutral strategies / Peter E. Pront and John E. Tavss

Tax-exempt organizations and other special categories of investors : tax and ERISA concerns / Peter E. Pront and S. John Ryan.

Notes:

Description based upon print version of record.

Includes bibliographical references and index.

ISBN:

9786610252466

9781280252464

1280252464

9780471714446

0471714445

OCLC:

475932257