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.
- ISBN10 0786307331
- ISBN13 9780786307333
- Publish Date 1 March 1996
- Publish Status Active
- Out of Print 5 April 2008
- Publish Country US
- Publisher McGraw-Hill Education - Europe
- Imprint Irwin Professional Publishing
- Format Hardcover
- Pages 224
- Language English