Description
Book SynopsisMarket 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, they have attracted growing interest from both private and institutional investors.
Table of ContentsForeword (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 Securities (George E. Hall and Seth C. Fischoff).
Chapter 7: Merger Arbitrage (Daniel S. Och and Todd C. Pulvino).
Chapter 8: Transporting Alpha (Bruce I. Jacobs and Kenneth N. Levy).
Chapter 9: A Tale of Two Hedge Funds (Bruce I. Jacobs and Kenneth N. Levy).
Chapter 10: Significant Tax Considerations for Taxable Investors in Market Neutral Strategies (Peter E. Pront and John E. Tavss).
Chapter 11: 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).
GLOSSARY.
INDEX.
