| Description |
xiv, 223 pages : illustrations ; 25 cm |
| Contents |
Foreword / Martin L. Leibowitz -- 1. A New Generation of Pension Fund Management / Robert C. Merton -- 2. Teaching Financial Literacy: What the Retail Investor Needs to Know / Zvi Bodie -- 3. Managing Pension Funding Risks Using Modern Portfolio Theory / Barton Waring -- 4. A Simple Model for Pricing Securities with a Debt-Equity Linkage / Sanjiv Das -- 5. Correlation in Daily Equity and Fixed-Income Returns: Implications for a Cross-Asset Factor Model / Terry Marsh -- 6. Transaction-Cost Modeling as a Source of Alpha / Mark Coppejans and Ananth Madhavan -- 7. Liquidity Risk in Financial Markets / George Chacko -- 8. Do Hedge Funds Increase Systemic Risk? / Andrew W. Lo |
| Summary |
"Innovations in Investment Management is a collection of papers presented at the 2006 Journal Of Investment Management Conference Series. Prominent authors and experts in the field provide the reader with a wide framework of cutting-edge research. The book spans a variety of topics including hedge funds and systemic risk, correlation in equity and fixed-income returns, and asset invisibility"--Provided by publisher |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Portfolio management.
|
|
Investment analysis.
|
|
Investments.
|
| Author |
Fong, H. Gifford.
|
| LC no. |
2008021540 |
| ISBN |
9781576603024 (alk. paper) |
|
1576603024 (alk. paper) |
|
