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Modern Portfolio Management Active Long/Short 130/30 Equity Strategies

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ISBN-10: 0470398531

ISBN-13: 9780470398531

Edition: 2009

Authors: Martin L. Leibowitz, Simon Emrich, Anthony Bova

List price: $95.00
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Description:

Active 130/30 Extensions is the newest wave of disciplined investment strategies that involves asymmetric decision-making on long/short portfolio decisions, concentrated investment risk-taking in contrast to diversification, systematic portfolio risk management, and flexibility in portfolio design. This strategy is the building block for a number of 130/30 and 120/20 investment strategies offered to institutional and sophisticated high net worth individual investors who want to manage their portfolios actively and aggressively to outperform the market.
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Book details

List price: $95.00
Copyright year: 2009
Publisher: John Wiley & Sons, Incorporated
Publication date: 1/9/2009
Binding: Hardcover
Pages: 511
Size: 6.50" wide x 9.25" long x 1.25" tall
Weight: 1.694
Language: English

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.…