Innovations in investment management : cutting-edge research from the exclusive JOIM conference series /

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Bibliographic Details
Edition:1st ed.
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
Hidden Bibliographic Details
Other uniform titles:Journal of investment management.
Other authors / contributors:Fong, H. Gifford.
ISBN:9781576603024 (alk. paper)
1576603024 (alk. paper)
Notes:Includes bibliographical references and index.
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.
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