08-2010:Leveraged ETFs, Holding Periods and Investment Shortfalls
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06-2010:What TiVo and JP Morgan teach us about Reverse Convertibles
06-2010:The Risks of Preferred Stock Portfolios
05-2010:Oppenheimer Champion Income Fund
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11-2009:What Does a Mutual Fund’s Average Credit Quality Tell Investors?
11-2009:Structured Products in the Aftermath of Lehman Brothers
09-2009:Leveraged Municipal Bond Arbitrage: What Went Wrong?
07-2009:Charles Schwab YieldPlus Risk
01-2009:Regions Morgan Keegan: The Abuse of Structured Finance
09-2008:An Economic Analysis of Equity-Indexed Annuities
06-2007:A CMO Primer: The Law of Conservation of Structured Securities Risk
06-2007:Closed-end Fund IPOs
06-2007:Corporate and Municipal Bonds
06-2007:Mandatory Arbitration of Securities Disputes
12-2006:Are Structured Products Suitable for Retail Investors?
06-2006:An Overview of Equity-Indexed Annuities
12-2005:Annuities
06-2005:Optimal Exercise of Employee Stock Options and Securities Arbitrations
12-2004:Concentrated Investments, Uncompensated Risk and Hedging Strategies
06-2004:The Use of Leveraged Investments to Diversify a Concentrated Position
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09-2003:Churning - Revisited: Trading Cost and Control
06-2003:Detecting Personal Trading Abuses
12-2002:Securities Class Action Lawsuits
06-2002:The Suitability of Exercise and Hold
12-2001:Churning
06-2001:Bid-Ask Spread, Sales Credits and Brokers' Compensation
12-2000:Churning - Brief Discussion
06-2000:McCann On Trading Models
Concentrated Investments, Uncompensated Risk and Hedging Strategies

Date: 12-2004
Author: Craig McCann and Dengpan Luo

this paper, Dr. McCann and Dr. Luo explore the risk of holding concentrated investments and explain and evaluate risk management strategies.


Download the full working paper » (.pdf)


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