E-book

Innovations in Investment Management: Cutting Edge Research from the Exclusive JOIM Conference Series

ISBN: 978-0-470-88528-4

E-book

320 pages

May 2010

US $54.99

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Other Available Formats: Hardcover

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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.