Foreword. The High and Low of 130/30 Extensions by (Mark Anson). Structure of the Book. Acknowledgments. Introduction. Evolution of the Active Extension Concept. Part I. Active 130/30 Extensions and Diversified Asset Allocations. Chapter 1. Active 130/30 Extensions and Diversified Asset Allocations. Part II. Role of Quantitative Strategies in AE 130/30. Chapter 2: Active Extension - Portfolio Construction. Chapter 3: Managing Active Extension Portfolios. Part III. Special Topics Relating to AE 130/30. Chapter 4. Active Extension Portfolios: An Exploration of the 120/20 Concept. Chapter 5. Alpha Ranking Models and Active Extension Strategies. Chapter 6. The Tracking Error Gap. Chapter 7.… Correlation Effects in Active extension "120/20" Strategies. Chapter 8. Alpha Returns and Active Extensions. Chapter 9. An Integrated Analysis of Active Extension Strategies. Chapter 10. Portfolio Concentration. Chapter 11. Generic Shorts in Active 130/30 Extensions. Chapter 12. Beta-Based Asset Allocation. Chapter 13. 10 Beta Targeting: Tapping into the Appeal of 130/30 Active Extensions. Chapter 14. Activity Ratios: Alpha Drivers in Long/Short Funds. Chapter 15. Generalizations of the Active 130/30 Extension Concept. Part IV. Key Journal Articles. Chapter 16. "On the Optimality of Long-Short Strategies" (Jacobs, Levy, and Starer, Financial Analysts Journal, March/April 1998). Chapter 17. "The Efficiency Gains of Long-Short Investing" (Grinold and Kahn, Financial Analysts Journal, November/December 2000). Chapter 18. "Toward More Information-Efficient Portfolios" (Clarke, de Silva, and Sapra, Journal of Portfolio Management, Fall 2004). Chapter 19. "Allocation Betas" (Leibowitz and Bova, Financial Analysts Journal, July/August 2005). Chapter 20. "Alpha Hunters and Beta Grazers" (Leibowitz, Financial Analysts Journal, September/October 2005). Chapter 21: "Gathering Implicit Alphas in a Beta World" (Leibowitz and Bova, Journal of Portfolio Management, Spring 2007). Chapter 22. "Optimal Gearing" (Johnson, Kahn, and Petrich, Journal of Portfolio Management, Summer 2007). Chapter 23. "20 Myths about Enhanced Active 120-20 Strategies" (Jacobs and Levy, Financial Analysts Journal, July/August 2007). Chapter 24. "Active 130/30 Extensions: Alpha Hunting at the Fund Level" (Leibowitz and Bova, Journal of Investment Management, Third Quarter 2007). Chapter 25. "Long-Short Extensions: How Much Is Enough?" (Clarke, de Silva, Sapra, and Thorley, Financial Analysts Journal, January/February 2008). About the Authors. Index.