Market Neutral Strategies Bruce I. Jacobs

ISBN: 9780470303894

Published: April 21st 2008

ebook

284 pages


Description

Market Neutral Strategies  by  Bruce I. Jacobs

Market Neutral Strategies by Bruce I. Jacobs
April 21st 2008 | ebook | PDF, EPUB, FB2, DjVu, talking book, mp3, ZIP | 284 pages | ISBN: 9780470303894 | 10.45 Mb

An 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 theseMoreAn 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. 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.

This book provides readers with an insiders 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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