INNOVATIONS IN INVESTMENT MANAGEMENT
Author:   H. Gifford Fong ,  Martin L. Leibowitz
Publisher:   Bloomberg Press
ISBN:  

9781576603024


Pages:   320
Publication Date:   01 January 2008
Format:   Book
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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INNOVATIONS IN INVESTMENT MANAGEMENT


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Author:   H. Gifford Fong ,  Martin L. Leibowitz
Publisher:   Bloomberg Press
Imprint:   Bloomberg Press
Dimensions:   Width: 16.40cm , Height: 2.50cm , Length: 24.10cm
Weight:   0.522kg
ISBN:  

9781576603024


ISBN 10:   1576603024
Pages:   320
Publication Date:   01 January 2008
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Book
Publisher's Status:   No Longer Our Product
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

List of Illustrations. 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, Ananth Madhavan ). 7 Liquidity Risk in Financial Markets ( George Chacko ). 8 Do Hedge Funds Increase Systemic Risk? ( Andrew W. Lo ). Index.

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H. Gifford Fong is president of Gifford Fong Associates and editor of the Journal Of Investment Management (JOIM). He has received many honors, including the Institute for Quantitative Research in Finance Award and the Financial Analysts Journal's Graham and Dodd Award of Excellence. He is also coauthor and editor of several books.

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