Market neutral strategies - Jacobs, Bruce I. (John Wiley & Sons, 2005)
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
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