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Innovations in Investment Management

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

Author: H. Gifford Fong ; Martin L. Leibowitz
Publisher: John Wiley & Sons
ISBN: 9781576603024
Published In: July 2008
Format: Hardback , 320 pages
Jurisdiction: International ? Disclaimer:
Countri(es) stated herein are used as reference only

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Contents
Author

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Founded by Gifford Fong in 2003, the Journal Of Investment Management (JOIM) is a premier publication that bridges the theory and practice of investment management. The JOIM Conference Series showcases the leading thinkers in finance from both the academic and professional worlds. Their research is presented to an exclusive—and equally prestigious—audience.

This book is a selection of the ideas offered at the first two conference series. Created from the presentations and background papers of each speaker, the resulting chapters cover a variety of topics in investment management, distilled to the essence of what financial professionals need to know.

Contributors include legendary market researchers Andrew W. Lo, Nobel Prize-winner Robert Merton, Zvi Bodie, Barton Waring, Sanjiv Das, Ananth Madhavan, George Chacko, and Terry Marsh.

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.

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.