Bruce I.Jacobs & Kenneth N.Levy – Market Neutral Strategies

Bruce I.Jacobs & Kenneth N.Levy – Market Neutral Strategies

An inside view of what makes market neutral strategies tick and how they can be implementedMarket neutral strategies have gained attention for their potential to deliver positive returns regardless of the direction of underlyingmarkets. As these strategies have built a record of good performance in recent years, their benefits have become apparent. MarketNeutral Strategies draws on the wisdom and experience of professional practitioners to describe strategies that are being utilized bysome of today’s leading institutional investors. This book provides readers with an insider’s view of what makes these strategies workand how they can be implemented successfully. Topics covered include long-short equity and convertibles, fixed income and mergerarbitrage; the tax and ERISA implications of market neutral investing; and the failure of two notorious “market neutral” ventures, AskinCapital 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, inFlorham Park, New Jersey. They are coauthors of Equity Management: Quantitative Analysis for Stock Selection. Bruce Jacobsholds a PhD in finance from the Wharton School of the University of Pennsylvania. He is also the author of Capital Ideas and MarketRealities: Option Replication, Investor Behavior, and Stock Market Crashes.

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