Market Neutral Strategies

2005-02-22 Business & Economics

Author : Bruce I. Jacobs
Release : 2005-02-22
Genre : Business & Economics
Kind : eBook
Book Rating : 445/5 ( reviews)

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Book Synopsis Market Neutral Strategies by : Bruce I. Jacobs

Download or read book Market Neutral Strategies written by Bruce I. Jacobs. This book was released on 2005-02-22. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Market Neutral Investing

2005-03

Author : G Joseph Nicholas
Release : 2005-03
Genre :
Kind : eBook
Book Rating : 383/5 ( reviews)

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Book Synopsis Market Neutral Investing by : G Joseph Nicholas

Download or read book Market Neutral Investing written by G Joseph Nicholas. This book was released on 2005-03. Available in PDF, EPUB and Kindle. Book excerpt: In volatile markets, controlling downside risk is critical in order to achieve strong returns and market-neutral investing has emerged as a leading method for achieving this goal. In this book, U.S. investment expert Joseph G. Nicholas explores important new market-neutral approaches to return enhancement and risk reduction. Market-neutral strategies help in eliminating certain market risks through offsetting long and short positions and can be used with all the different asset classes. The complexities created by the combination of longs, shorts, and leverage, however, make market-neutral strategies very different from conventional investments. Getting to know how these strategies work involves breaking them down into their basic components and then examining how those parts interact as a system with specific risk and reward characteristics

Market Neutral Investing

2004-10-01 Business & Economics

Author : Eric Stokes
Release : 2004-10-01
Genre : Business & Economics
Kind : eBook
Book Rating : 148/5 ( reviews)

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Book Synopsis Market Neutral Investing by : Eric Stokes

Download or read book Market Neutral Investing written by Eric Stokes. This book was released on 2004-10-01. Available in PDF, EPUB and Kindle. Book excerpt: It is the best investment strategy you've never heard of. The stock market still intrigues people, but shell-shocked individual investors have learned to be more savvy and realistic with their investments. There is no way to eliminate risk when stocks fluctuate, but risk can be reduced and even controlled. Geared to individual investors, Eric Stokes unravels the mysteries behind using market neutral investing principles, enabling readers to make money by using his proven low-risk, high-return balanced techniques. In addition to tips that cover beginning to intermediate investing topics, Stokes also presents the strategies behind market neutral investing in practical, easy-to-understand terms. Stocks go up and down, but investors shouldn't have to limit themselves to only one-half of the equation. Enter market neutral investing, where investors can take advantage of movement in both directions: long and short investing. Market Neutral Investing teaches investors: * How to implement this proven strategy, used since the 1940's by the most elite money managers. * What the three different types of portfolio risks are: company, sector, and market, and how to manage them. * How to sell a stock short and make money when a stock price declines. * What ""hedge funds"" are, how they operate, and what makes them attractive. * What the five simple measures of stock valuation are and how to use them.

Market-neutral Investing

2000 Hedge funds

Author :
Release : 2000
Genre : Hedge funds
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Market-neutral Investing by :

Download or read book Market-neutral Investing written by . This book was released on 2000. Available in PDF, EPUB and Kindle. Book excerpt:

Long/Short Market Dynamics

2007-02-06 Business & Economics

Author : Clive M. Corcoran
Release : 2007-02-06
Genre : Business & Economics
Kind : eBook
Book Rating : 311/5 ( reviews)

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Book Synopsis Long/Short Market Dynamics by : Clive M. Corcoran

Download or read book Long/Short Market Dynamics written by Clive M. Corcoran. This book was released on 2007-02-06. Available in PDF, EPUB and Kindle. Book excerpt: Hedge funds are now the largest volume players in the capital markets. They follow a wide assortment of strategies but their activities have replaced and overshadowed the traditional model of the long only portfolio manager. Many of the traditional technical indicators and commonly accepted trading strategies have become obsolete or ineffective. The focus throughout the book is to describe the principal innovations that have been made within the equity markets over the last several years and that have changed the ground rules for trading activities. By understanding these changes the active trader is far better equipped to profit in today’s more complex and risky markets. Long/Short Market Dynamics includes: A completely new technique, Comparative Quantiles Analysis, for identifying market turning points is introduced. It is based on statistical techniques that can be used to recognize money flow and price/momentum divergences that can provide substantial profit opportunities. Power laws, regime shifts, self-organized criticality, phase transitions, network dynamics, econophysics, algorithmic trading and other ideas from the science of complexity are examined. All are described as concretely as possible and avoiding unnecessary mathematics and formalism. Alpha generation, portfolio construction, hedge ratios, and beta neutral portfolios are illustrated with case studies and worked examples. Episodes of financial contagion are illustrated with a proposed explanation of their origins within underlying market dynamics

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