Market Neutral: State-Of-The-Art Strategies for Every Market Environment - Couverture rigide

Lederman, Jess; Klein, Robert A.

 
9780786307333: Market Neutral: State-Of-The-Art Strategies for Every Market Environment

Synopsis

This text explains both the underlying philosophy and the actual techniques for market neutral investing. It covers all aspects of this method of investing, including strategies, implementing a market neutral approach in an institutional portfolio, and regulatory and taxation issues. The authors seek to correct misconceptions about the market neutral approach, and the text gives specific equity and fixed-income strategies, shows quantitative investment techniques, and illustrates the importance of trading costs.

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