Innovations in Investment Management: Cutting Edge Research from the Exclusive JOIM Conference Series
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Other Available Formats: Hardcover
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).