Modern Portfolio Management

Modern Portfolio Management

Author: Martin L. Leibowitz, Simon Emrich, Anthony Bova
Publisher: Wiley
Edition: 1
Published date: 2009
ISBN: 9780470398531

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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.

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