Market Neutral Strategies
- ISBN-10
- 0471714445
- ISBN-13
- 9780471714446
- Category
- Business & Economics
- Pages
- 304
- Language
- English
- Published
- 2005-02-22
- Publisher
- John Wiley & Sons
- Authors
- Kenneth N. Levy, Bruce I. Jacobs
Description
An inside view of what makes market neutral strategies tick and howthey can be implemented Market neutral strategies have gained attention for theirpotential to deliver positive returns regardless of the directionof underlying markets. As these strategies have built a record ofgood performance in recent years, their benefits have becomeapparent. Market Neutral Strategies draws on the wisdom andexperience of professional practitioners to describe strategiesthat are being utilized by some of today's leading institutionalinvestors. This book provides readers with an insider's view ofwhat makes these strategies work and how they can be implementedsuccessfully. Topics covered include long-short equity andconvertibles, fixed income and merger arbitrage; the tax and ERISAimplications of market neutral investing; and the failure of twonotorious "market neutral" ventures, Askin Capital Management andLong-Term Capital Management. Bruce I. Jacobs (Florham Park, NJ) and Kenneth N. Levy arecofounders and principals of Jacobs Levy Equity Management, inFlorham Park, New Jersey. They are coauthors of Equity Management:Quantitative Analysis for Stock Selection. Bruce Jacobs holds a PhDin finance from the Wharton School of the University ofPennsylvania. He is also the author of Capital Ideas and MarketRealities: Option Replication, Investor Behavior, and Stock MarketCrashes.
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