Bruce I. Jacobs

Capital Ideas and Market Realities

Option Replication, Investor Behavior, and Stock Market Crashes

Buch

Includes a Foreword from Nobel Laureate Harry M. Markowitz. Showcases the expertise of an author who identified and predicted the causes of 1987, 1997 and 1998 crashes. Explains the risks of little-understood option replication.

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Produktdetails

ISBN: 978-0-631-21555-4
EAN: 9780631215554
Produktnummer: 8200018
Verlag: John Wiley & Sons
Sprache: Englisch
Erscheinungsjahr: 1999
Seitenangabe: 424 S.
Masse: H22.9 cm x B15.2 cm x D2.2 cm 611 g
Abbildungen: Paperback
Gewicht: 611

Über den Autor

Bruce I. Jacobs is a cofounder and principal of Jacobs Levy Equity Management, an investment counselor with $5 billion in institutional assets under management, located in Roseland, New Jersey. He holds a doctorate in finance from the Wharton School of the University of Pennsylvania. Dr Jacobs is co--author, with Kenneth N. Levy, of the book, Equity Management: Quantitative Analysis for Stock Selection.