Market Neutral Strategies

Bruce I. Jacobs and Kenneth N. Levy, Editors

Table of Contents

Foreword: 
Mark Anson, Ph.D., Chief Investment Officer, CalPERS

Chapter 1: Introduction
Bruce I. Jacobs and Kenneth N. Levy

Chapter 2: Questions and Answers About Market Neutral Investing  
Jane Buchan, Bruce I. Jacobs, and Kenneth N. Levy


Chapter 3: Market Neutral Equity Investing
Bruce I. Jacobs and Kenneth N. Levy


Chapter 4: Convertible Bond Hedging 
Jane Buchan


Chapter 5: Sovereign Fixed Income Arbitrage
John Maltby 

Chapter 6: Market Neutral Strategies with Mortgage-Backed Securities
George E. Hall and Seth C. Fischoff


Chapter 7: Merger Arbitrage 
Daniel S. Och and Todd C. Pulvino


Chapter 8: Transporting Alpha
Bruce I. Jacobs and Kenneth N. Levy

Chapter 9: A Tale of Two Hedge Funds
Bruce I. Jacobs and Kenneth N. Levy 


Chapter 10: Significant Tax Considerations for Taxable Investors in Market Neutral Strategies
Peter E. Pront and John E. Tavss 


Chapter 11: Tax-Exempt Organizations and Other Special Categories of Investors: Tax and ERISA Concerns 
Peter E. Pront and S. John Ryan


Chapter 12: Afterword 
Bruce I. Jacobs and Kenneth N. Levy

GLOSSARY

INDEX