Market Neutral Strategies
Praise for Market Neutral StrategiesElucidates the sources of potential alpha for a breadth of strategies, as well as the origins of prior miscues. --Edgar J. Sullivan, Ph.D., CFA, Managing Director, General Motors Asset ManagementA comprehensive, thought-leading treatment of market neutral investing.--Thomas F. Obsitnik, CFA, Investment Advisor, Eli Lilly and CompanyThis excellent and highly relevant publication provides practical answers to practical problems. --Hans de Ruiter, Senior Portfolio Manager, ABP InvestmentsA wealth of insights about market neutral investing from a range of real-life practitioners.--Rick Harper, Chief Executive O…
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Produktdetails
Weitere Autoren: Levy, Kenneth N. (Hrsg.)
- ISBN: 978-0-471-26868-0
- EAN: 9780471268680
- Produktnummer: 9357264
- Verlag: John Wiley & Sons
- Sprache: Englisch
- Erscheinungsjahr: 2004
- Seitenangabe: 304 S.
- Masse: H24.0 cm x B16.1 cm x D2.0 cm 624 g
- Abbildungen: HC gerader Rücken kaschiert
- Gewicht: 624
Über den Autor
Bruce I. Jacobs and Kenneth N. Levy are Principals of Jacobs Levy Equity Management. Based in Florham Park, New Jersey, Jacobs Levy Equity Management is widely recognized as a leading provider of quantitative equity strategies for institutional clients. Jacobs Levy currently manages over $15 billion in various strategies for a prestigious global roster of 50 corporate pension plans, public retirement systems, multi-employer funds, endowments, and foundations, including over 25 of Pensions & Investments' Top 200 Pension Funds/Sponsors.Bruce I. Jacobs holds a PhD in finance from the Wharton School of the University of Pennsylvania. He is the author of Capital Ideas and Market Realities: Option Replication, Investor Behavior, and Stock Market Crashes and coauthor, with Kenneth Levy, of Equity Management: Quantitative Analysis for Stock Selection. He serves on the advisory board of the Journal of Portfolio Management.Kenneth N. Levy holds an MBA and an MA in applied economics from the Wharton School of the University of Pennsylvania. He is coauthor, with Bruce Jacobs, of Equity Management: Quantitative Analysis for Stock Selection. A Chartered Financial Analyst, he has served on the CFA Institute's candidate curriculum committee and on the advisory board of POSIT.Foreword by Mark Anson, PhD, Chief Investment Officer, CalPERS. For more information, please visit the Editors' website at www.jacobslevy.com/mns.
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