CHAPTER 1
Introduction 1
CHAPTER 2
Questions and Answers About Market Neutral Investing 9
CHAPTER 3
Market Neutral Equity Investing 21
CHAPTER 4
Convertible Bond Hedging 47
CHAPTER 5
Sovereign Fixed-Income Arbitrage 59
CHAPTER 6
Market Neutral Strategies with Mortgage-Backed Securities 85
CHAPTER 7
Merger Arbitrage 107
CHAPTER 8
Transporting Alpha 131
CHAPTER 9
A Tale of Two Hedge Funds 147
CHAPTER 10
Significant Tax Considerations for Taxable Investors in
Market Neutral Strategies 173
CHAPTER 11
Tax-Exempt Organizations and Other Special Categories of Investors:
Tax and ERISA Concerns 223
CHAPTER 12
Afterword 245