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

by Editor: H. Gifford Fong (Journal of Investment Management (JOIM)); Foreword by: Martin L. Leibowitz (Tiaa-Cref)

• ISBN13: 9780470884027
• ISBN10: 0470884029
• Format: eBook
• Copyright: 2010-05-01
• Publisher: Bloomberg Press

Summary

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.

Table of Contents

List of Illustrations

Foreword

A New Generation of Pension Fund Management

Teaching Financial Literacy: What the Retail Investor Needs to Know

Managing Pension Funding Risks Using Modern Portfolio Theory

A Simple Model for Pricing Securities with a Debt-Equity Linkage

Correlation in Daily Equity and Fixed-Income Returns: Implications for a Cross-Asset Factor Model

Transaction-Cost Modeling as a Source of Alpha

Liquidity Risk in Financial Markets

Do Hedge Funds Increase Systemic Risk?

Index

Table of Contents provided by Publisher. All Rights Reserved.