Modern Portfolio Management: Active Long/Short 130/30 Equity Strategies (Wiley Finance, #488)

by Martin L. Leibowitz, Simon Emrich, and Anthony Bova

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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.
  • ISBN10 0470398531
  • ISBN13 9780470398531
  • Publish Date 27 January 2009 (first published 1 January 2008)
  • Publish Status Active
  • Publish Country US
  • Imprint John Wiley & Sons Inc
  • Format Hardcover
  • Pages 544
  • Language English