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

by Martin L. Leibowitz, Anthony Bova, Simon Emrich

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...

• Format: Hardcover
• Language: English
• ISBN: 0470398531
• ISBN13: 9780470398531
• Release Date: January 2009
• Publisher: Wiley
• Length: 544 Pages
• Weight: 1.80 lbs.
• Dimensions: 1.9" x 6.4" x 9.0"