Last edited by Grosho
Saturday, August 1, 2020 | History

9 edition of Active 130/30 extensions found in the catalog.

Active 130/30 extensions

a new wave in equity portfolio management

by Martin L. Leibowitz

  • 260 Want to read
  • 29 Currently reading

Published by John Wiley & Sons in Hoboken, N.J .
Written in English

    Subjects:
  • Portfolio management,
  • Asset allocation,
  • Investment analysis

  • Edition Notes

    Includes index.

    StatementMartin L. Leibowitz, Anthony Bova, Simon Emrich.
    SeriesWiley finance series
    ContributionsBova, Anthony, 1978-, Emrich, Simon, 1971-
    Classifications
    LC ClassificationsHG4529.5 .L446 2009
    The Physical Object
    Paginationp. cm.
    ID Numbers
    Open LibraryOL16958835M
    ISBN 109780470398531
    LC Control Number2008028070

      Active /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 : Keith A. Allman. Martin L. Leibowitz's 88 research works with citations and 1, reads, including: P/E Ratios, Risk Premiums, and the g* Adjustment.

    active investing strategies Active /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. Active /30 Extensions: A New Wave in Equity Portfolio Management by Martin L. Leibowitz really liked it avg rating — 2 ratings — published — 7 editions.

    Read "Modern Portfolio Management Active Long/Short /30 Equity Strategies" by Martin L. Leibowitz available from Rakuten Kobo. Active /30 Extensions is the newest wave of disciplined investment strategies that involves asymmetric decision-makin Brand: Wiley. Active /30 Extensions and Diversified Asset Allocations The Journal of Investment Management, Special Issues Jun Active /30 Extensions: Alpha Hunting at Title: Executive Director of Portfolio .


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Active 130/30 extensions by Martin L. Leibowitz Download PDF EPUB FB2

Active /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 by: 3.

Active /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 5/5(1).

Active /30 Extensions and Diversified Asset Allocations. Anthony Bova. Vice President Morgan Stanley, Research. Search for more papers by this author.

Book Author(s): Martin L. Leibowitz. Search for more papers by this author. Simon Emrich. Search for Author: Martin L. Leibowitz, Anthony Bova. Active /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.

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This strategy is the building block for a. Active extensions strategies such as “/30” portfolios are intrinsically benchmark-centric and can potentially lead to higher levels of active alpha.

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Get this from a library. Modern portfolio management: active long/short /30 equity strategies. [Martin L Leibowitz; Anthony Bova; Simon Emrich] -- Active /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.

Foreword. The High and Low of /30 Extensions by (Mark Anson). Structure of the Book. Acknowledgments. Introduction. Evolution of the Active Extension Concept. Part I. Active /30 Extensions and Diversified Asset Allocations. Chapter 1. Active /30 Extensions and Diversified Asset Allocations.

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Active /30 Extensions is the most recent wave of disciplined funding methods that includes uneven determination-making on long/short portfolio selections, concentrated funding danger-taking in distinction to diversification, systematic portfolio danger administration, and adaptability in portfolio design.

Active /30 Extensions: A New Wave in Equity Portfolio Management (Wiley Finance) Return Targets and Shortfall Risk: Studies in Strategic Asset Allocation Similar Authors To Martin L.

Active /30 Extensions and Diversified Asset Allocations 11 PJRITWO ._._. The Role of Quantitative Strategies in Active /30 Extensions 45 CHAPTER 2 Active Extension—Portfolio Construction 47 CHAPTERS Managing Active Extension Portfolios 59 PJRJLTHREf_,=^.^ _.^^^^^^^^ZSSB^ Special Topics Relating to Active /30 Extensions.

Active /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.

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Acknowledgements. Introduction. THE EVOLUTION OF ACTIVE EXTENSION: THE CALPERS BREAKTHROUGH. BOTH QUANT AND FUNDAMENTAL STYLES. THE FUND-LEVEL CONTEXT. AE-PLUS GENERALIZATIONS. REFERENCES PART One - Active /30 Extensions and Diversified Asset Allocations. Active /30 Extensions is the newest wave of disciplined investment strategies that involves asymmetric decision-making on long/short portfolio decisions, ISBN Buy the Modern Portfolio Management ebook.

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This strategy is the building block for a number of /30 and /20 investment .