Market Neutral Strategies by Bruce I. Jacobs
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Market Neutral Strategies
By Bruce I. Jacobs

Market Neutral Strategies

By (author) See other recent books by Bruce I. Jacobs See other recent books by Kenneth N. Levy
Foreword by Mark J. P. Anson See other recent books by Mark J. P. Anson
Format: Hardback

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Market Neutral Strategies by Bruce I. Jacobs

Book Description

An inside view of what makes market neutral strategies tick and how they can be implemented Market 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 today's leading institutional investors. This book provides readers with an insider's 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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Book Details

ISBN: 9780471268680
ISBN-10: 0471268682
Format: Hardback
(236mm x 163mm x 32mm)
Pages: 284
Imprint: John Wiley & Sons Inc
Publisher: John Wiley and Sons Ltd
Publish Date: 23-Nov-2004
Country of Publication: United States

Books By Author Bruce I. Jacobs

Equity Management: The Art and Science of Modern Quantitative Investing by Bruce I. Jacobs Equity Management: The Art and Science of Modern Quantitative Investing, Hardback (January 2017)

From two innovators in the field, the go-to guide for stock valuation and portfolio management-expanded and updated for today's investors.

Capital Ideas and Market Realities by Bruce I. Jacobs Capital Ideas and Market Realities, Paperback (May 1999)

* Includes a Foreword from Nobel Laureate Harry M. Markowitz. * Showcases the expertise of an author who identified and predicted the causes of 1987, 1997 and 1998 crashes. * Explains the risks of little--understood option replication. * Offers chapter summaries, appendices and a glossary. .

» View all books by Bruce I. Jacobs

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Author Biography - Bruce I. Jacobs

Bruce I. Jacobs andKenneth N. Levy are Principals of Jacobs Levy Equity Management. Based in Florham Park, New Jersey, Jacobs Levy Equity Management is widely recognized as a leading provider of quantitative equity strategies for institutional clients. Jacobs Levy currently manages $20 billion in various strategies for a prestigious global roster of 50 corporate pension plans, public retirement systems, multi-employer funds, endowments, and foundations, including over 25 of Pensions & Investments' "Top 200 Pension Funds/Sponsors." Bruce I. Jacobs holds a PhD in finance from the Wharton School of the University of Pennsylvania. He is the author of Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes and coauthor, with Kenneth Levy, of Equity Management: Quantitative Analysis for Stock Selection. He serves on the advisory board of the Journal of Portfolio Management. Kenneth N. Levy holds an MBA and an MA in applied economics from the Wharton School of the University of Pennsylvania. He is coauthor, with Bruce Jacobs, of Equity Management: Quantitative Analysis for Stock Selection. A Chartered Financial Analyst, he has served on the CFA Institute's candidate curriculum committee and on the advisory board of POSIT. Foreword by Mark Anson, PhD, Chief Investment Officer, CalPERS. For more information, please visit the Editors' website at www.jacobslevy.com/mns

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