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Market neutral strategies

Author: Jacobs, Bruce I. ; Levy, Kenneth N. Series: Frank J. Fabozzi series Publisher: Wiley, 2005.Language: EnglishDescription: 284 p. : Graphs ; 24 cm.ISBN: 0471268682Type of document: BookBibliography/Index: Includes bibliographical references and index and glossary
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book Asia Campus
Main Collection
Print HG4529 .J33 2005
(Browse shelf)
900183383
Available 900183383
Total holds: 0

Includes bibliographical references and index and glossary

Digitized

Contents Market Neutral Strategies Market Neutral Strategies Foreword Mark Anson Acknowledgments About the Editors Contributing Authors CHAPTER 1 Introduction Bruce I Jacobs and Kenneth N. Levy . CHAPTER 2 Questions and Answers About Market Neutral Investing Jane Buchan, Bruce I.Jacobs, and Kenneth N Levy . CHAPTER 3 Market Neutral Equity Investing . Bruce I Jacobs and Kenneth N. Levy CHAPTER 4 Convertible Bond Hedging Jane Buchan CHAPTER 5 Sovereign Fixed-Income Arbitrage John Maltby CHAPTER 6 Market Neutral Strategies with Mortgage-Backed Securltles George E Hall and Seth C. Fischoff . CHAPTER 7 Merger Arbitrage Daniel S. Och and Todd C. Pulvino xiii xv xvi xvii CHAPTER 8 RansportlngAlpha Bruce I Jacobs and Kenneth N. Levy . CHAPTER 9 A Tale of Two Hedge Funds B ~ c I Jacobs and Kenneth A. Levy e . CHAPTER 10 Slgniflcant Tax Considerations for Taxable Investors in Market Neutral Strategies Peter E. Pront and John E. Tavss 1 CHAPTER 1 Tax-Exempt Organizations and Other Special Categories of Investors: Tax and ERISA Concerns Peter E. Pront and S. John Ryan CHAPTER 12 Afterword Bruce I Jacobs and Kenneth N. Levy . INDEX

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