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Record Nr. |
UNINA9910145252703321 |
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Autore |
Leibowitz Martin L. <1936-> |
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Titolo |
Modern portfolio management [[electronic resource] ] : active long short 130/30 equity strategies / / Martin L. Leibowitz, Simon Emrich, Anthony Bova |
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Pubbl/distr/stampa |
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Hoboken, N.J., : John Wiley & Sons, c2009 |
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ISBN |
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1-282-68805-7 |
9786612688058 |
1-118-26718-4 |
0-470-43035-4 |
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Descrizione fisica |
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1 online resource (544 p.) |
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Collana |
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Altri autori (Persone) |
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BovaAnthony <1978-> |
EmrichSimon <1971-> |
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Disciplina |
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Soggetti |
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Portfolio management |
Asset allocation |
Investment analysis |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Series title from jacket. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Modern Portfolio Management: Active, Long/Short, 130/30, Equity, Strategies; Contents; Foreword: The High and Low of 130/30 Investing; Structure of the Book; Acknowledgments; Introduction: Evolution of the Active Extension Concept; Part I: Active 130/30 Extensions and Diversified Asset Allocations; Part II: The Role of Quantitative Strategies in Active 130/30 Extensions; Part III: Special Topics Relating to Active 130/30 Extensions; Part IV: Key Journal Articles; About the Authors; Index |
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Sommario/riassunto |
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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 |
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