Market neutral : state-of-the-art strategies for every market environment /
Bewaard in:
| Andere auteurs: | , |
|---|---|
| Formaat: | Boek |
| Taal: | English |
| Gepubliceerd in: |
Chicago :
Irwin Professional Pub.,
c1996.
|
| Reeks: | The Irwin asset allocation series for institutional investors
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| Onderwerpen: | |
| Online toegang: | Publisher description |
Inhoudsopgave:
- Ch. 1. Introduction to Market-Neutral Investing / David A. White
- Ch. 2. Short Sales and Unrelated Business Taxable Income / Louis J. Marett
- Ch. 3. Structure, Implications of Market Neutral: A New Perspective on Active Management / Robert E. Shultz
- Ch. 4. Are Long/Short Equity Strategies Superior? / Richard O. Michaud
- Ch. 5. Alternative Quantitative Approaches to Long/Short Strategies / Russell J. Brooks
- Ch. 6. Using a Nonparametric Approach to Market-Neutral Investing / Geoffrey Gerber
- Ch. 7. Diversifying Market-Neutral Strategies / Jane Buchan
- Ch. 8. Funds of Funds / Martin J. Gross
- Ch. 9. International Equity Market-Neutral Strategies / Peter Swank and David Krider
- Ch. 10. Domestic Custodial Issues / Jane E. Sinclair
- Ch. 11. Global Custody Issues / Richard Portogallo.