Modern portfolio management [[electronic resource] ] : active long short 130/30 equity strategies / / Martin L. Leibowitz, Simon Emrich, Anthony Bova

• Autore: Leibowitz Martin L. <1936->
• Pubblicazione: Hoboken, N.J., : John Wiley & Sons, c2009
• Descrizione fisica: 1 online resource (544 p.)
• Disciplina: 332.6
• Soggetto topico: Portfolio management; Asset allocation; Investment analysis
• Altri autori: BovaAnthony <1978-> EmrichSimon <1971->
• Note generali: Series title from jacket.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: 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
• Sommario/riassunto: 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.
• Titolo autorizzato: Modern portfolio management
• ISBN: 1-282-68805-7; 9786612688058; 1-118-26718-4; 0-470-43035-4
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910830081803321
• Lo trovi qui: Univ. Federico II
• Serie: Wiley finance series.