Screen LibraryMarket neutral strategies
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| Main Authors: | |
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| Group Author: | |
| Published: |
John Wiley & Sons,
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| Publisher Address: | Hoboken, N.J. |
| Publication Dates: | c2005. |
| Literature type: | Book |
| Language: | English |
| Series: |
Frank J. Fabozzi series |
| Subjects: | |
| Carrier Form: | xvii, 284 p.: ill. ; 24 cm. |
| ISBN: | 0471268682 |
| Index Number: | F830 |
| CLC: |
F830.91 F830.59 |
| Call Number: | F830.59/J171-1 |
| Contents: |
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. |