REFERENCES

B. I. Jacobs (1998). Controlled risk strategies. In ICFA Continuing Education: Alternative Investing. Charlottesville, VA: Association for Investment Management and Research.

B. I. Jacobs, and K. N. Levy (1988). Disentangling equity return regularities: New insights and investment opportunities. Financial Analysts Journal 44, 3: 18–44.

B. I. Jacobs, and K. N. Levy (1993). Long/short equity investing. Journal of Portfolio Management 20, 1: 52–63.

B. I. Jacobs, and K. N. Levy (1995). More on long-short strategies. Financial Analysts Journal 51, 2: 88–90.

B. I. Jacobs, and K. N. Levy (1996). 20 myths about long-short. Financial Analysts Journal 52, 5: 81–85.

B. I. Jacobs, and K. N. Levy (1997). The long and short on long-short. Journal of Investing 6, 1: 73–86.

B. I. Jacobs, and K. N. Levy (1998). Investment analysis: Profiting from a complex equity market. In F. J.Fabozzi (ed), Active Equity Portfolio Management. Hoboken, NJ: John Wiley & Sons.

B. I. Jacobs, and K. N. Levy (1999). Alpha transport with derivatives. Journal of Portfolio Management, Special Issue: 55–60.

B. I. Jacobs, and K. N. Levy (2000). Equity Management: Quantitative Analysis for Stock Selection. New York: McGraw-Hill.

B. I. Jacobs, and K. N. Levy (2006). Enhanced active equity strategies: Relaxing the long-only constraint in the pursuit of active return. Journal of Portfolio Management 32, 3: 45–55.

B. I. Jacobs, and K. N. Levy (2007 a). 20 myths about enhanced active 120-20 strategies. Financial Analysts Journal ...

Get Handbook of Finance: Investment Management and Financial Management now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.

Start your free trial