Bruce I. Jacobs, Kenneth N. Levy and Mark Anson Market Neutral Strategies


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Bruce I. Jacobs, Kenneth N. Levy and Mark Anson Market Neutral Strategies БИЗНЕС. Название: Market Neutral StrategiesИздательство: WileyАвтор: Bruce I. They are coauthors of Equity Management: Quantitative Analysis for Stock Selection! Market Neutral Strategies draws on the wisdom and experience of professional practitioners to describe strategies that are being utilized by some of todays leading institutional investors. He is also the author of Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes. Levy are cofounders and principals of Jacobs Levy Equity Management, in Florham Park, New Jersey. This book provides readers with an insiders view of what makes these strategies work and how they can be implemented successfully? Bruce Jacobs holds a PhD in finance from the Wharton School of the University of Pennsylvania. 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. Levy and Mark AnsonГод: 2004Количество страниц: 284Формат: PDFРазмер: 5 mbЯзык: EnglishAn inside view of what makes market neutral strategies tick and how they can be implementedMarket 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. Jacobs (Florham Park, NJ) and Kenneth N. Jacobs, Kenneth N.

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