Similar Search Results

Capital ideas and market realities : option replication, investor behavior, and stock market crashes

Jacobs, Bruce I. - 1999 - 1. publ.

Persistent link: https://www.econbiz.de/10000683220

Too smart for our own good : ingenious investment strategies, illusions of safety, and market crashes

Jacobs, Bruce I. - 2018 - 1 edition

"Leading financial thinker and successful funds manager Bruce I. Jacobs reveals how markets crash as the result of investment strategies that purport to reduce risk but that ultimately backfire. Are financial crises really "perfect storms" or are they the result of investment strategies that...

Persistent link: https://www.econbiz.de/10011877109

Equity management : the art and science of modern quantitative investing

Jacobs, Bruce I.; Levy, Kenneth N. - 2017 - Second edition

Persistent link: https://www.econbiz.de/10011544227

Market neutral strategies

Jacobs, Bruce I. (contributor); Levy, Kenneth N. (contributor) - 2005

Persistent link: https://www.econbiz.de/10001700943

Market neutral equity investing

Jacobs, Bruce I.; Levy, Kenneth N. - In: Market neutral strategies, (pp. 21-46). 2005

Persistent link: https://www.econbiz.de/10002506269

A tale of two hedge funds

Jacobs, Bruce I.; Levy, Kenneth N. - In: Market neutral strategies, (pp. 147-171). 2005

Persistent link: https://www.econbiz.de/10002506280

Introducing leverage aversion into portfolio theory and practice

Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 1-2

Persistent link: https://www.econbiz.de/10009708229

Traditional optimization is not optimal for leverage-averse investors

Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 30-40

Persistent link: https://www.econbiz.de/10010365121

A comparison of the mean-variance-leverage optimization model and the Markowitz general mean-variance portfolio selection model

Jacobs, Bruce I.; Levy, Kenneth N. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 1-5

Persistent link: https://www.econbiz.de/10010246312

Leverage aversion and portfolio optimality

Jacobs, Bruce I.; Levy, Kenneth N. - In: Financial analysts' journal : FAJ 68 (2012) 5, pp. 89-94

Persistent link: https://www.econbiz.de/10009680568