Modern Portfolio Management by Martin L. Leibowitz
|Title||Modern Portfolio Management|
|Author||Martin L. Leibowitz|
|Publisher||John Wiley & Sons|
|Category||Business & Economics|
|Language||English, Spanish, and French|
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.