Modern Portfolio Management: Active Long/Short 130/30 Equity Strategies
Martin L. Leibowitz, Simon Emrich, Anthony Bova, "Modern Portfolio Management: Active Long/Short 130/30 Equity Strategies"
English | 2009 | ISBN: 0470398531 | 511 pages | EPUB | 5.1 MB
English | 2009 | ISBN: 0470398531 | 511 pages | EPUB | 5.1 MB
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.