Market neutral : state-of-the-art strategies for every market environment
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Bibliographic Information
Market neutral : state-of-the-art strategies for every market environment
(The Irwin asset allocation series for institutional investors)
McGraw-Hill, c1996
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
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.
by "Nielsen BookData"