Market neutral strategies [electronic resource] / Bruce I. Jacobs, Kenneth N. Levy, editors.

By: Contributor(s): Material type: TextTextSeries: Frank J. Fabozzi seriesPublication details: Hoboken, N.J. : John Wiley & Sons, c2005.Description: xvii, 284 p. : illSubject(s): Genre/Form: DDC classification:
  • 332.63228 21
LOC classification:
  • HG6041 .J25 2005eb
Online resources:
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.
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Includes bibliographical references and index.

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.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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