Innovations in investment management : cutting-edge research from the exclusive JOIM conference series /
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Edition: | 1st ed. |
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Imprint: | New York : Bloomberg Press, 2008. |
Description: | xiv, 223 p. : ill. ; 25 cm. |
Language: | English |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/7729939 |
Table of Contents:
- List of Illustrations
- Foreword
- Editor's Note and Acknowledgments
- 1. A New Generation of Pension Fund Management
- 2. Teaching Financial Literacy: What the Retail Investor Needs to Know
- 3. Managing Pension Funding Risks Using Modern Portfolio Theory
- 4. A Simple Model for Pricing Securities with a Debt-Equity Linkage
- 5. Correlation in Daily Equity and Fixed-Income Returns: Implications for a Cross-Asset Factor Model
- 6. Transaction-Cost Modeling as a Source of Alpha
- 7. Liquidity Risk in Financial Markets
- 8. Do Hedge Funds Increase Systemic Risk?
- Index