Modern portfolio management: active long/short 130/30 equity strategies

INDICE: Foreword: The High and Low of 130/30 Investing. Structure of the Book. Acknowledgments. INTRODUCTION: Evolution of the Active Extension Concept. PART ONE: Active 130/30 Extensions and Diversified Asset Allocations. CHAPTER 1: Active 130/30 Extensions and Diversified Asset Allocations. PART TWO: The Role of Quantitative Strategies in Active 130/30 Extensions. CHAPTER 2: Active ExtensionPortfolio Construction. CHAPTER 3: Managing Active Extension Portfolios. PART THREE: Special Topics Relating to Active 130/30 Extensions. CHAPTER 4: Active Extension Portfolios: An Exploration of the 120/20 Concept. CHAPTER 5: Alpha Ranking Models and Active Extension Strategies. CHAPTER 6: The Tracking Error Gap. CHAPTER 7: Correlation Effects in Active 120/20 Extension Strategies. CHAPTER 8: Alpha Returns and Active Extensions. CHAPTER 9: An Integrated Analysis of Active Extension Strategies. CHAPTER 10: Portfolio Concentration. CHAPTER 11: Generic Shorts in Active 130/30 Extensions. CHAPTER 12: Beta-BasedAsset Allocation. CHAPTER 13: Beta Targeting: Tapping into the Appeal of Active 130/30 Extensions. CHAPTER 14: Activity Ratios: Alpha Drivers in Long/ShortFunds. CHAPTER 15: Generalizations of the Active 130/30 Extension Concept. PART FOUR: Key Journal Articles. CHAPTER 16: On the Optimality of Long/Short Strategies. CHAPTER 17: The Efficiency Gains of Long/Short Investing. CHAPTER 18:Toward More Information-Efficient Portfolios. CHAPTER 19: Allocation Betas. CHAPTER 20: Alpha Hunters and Beta Grazers. CHAPTER 21: Gathering Implicit Alphas in a Beta World: New Questions about Alternative Assets. CHAPTER 22: Optimal Gearing: Not All Long/Short Portfolios Are Efficient. CHAPTER 23: 20 Myths about Enhanced Active 120/20 Strategies. CHAPTER 24: Active 130/30 Extensions: Alpha Hunting at the Fund Level. CHAPTER 25: Long/Short Extensions: How Much Is Enough? About the Authors. Index.

• ISBN: 978-0-470-39853-1
• Editorial: John Wiley & Sons
• Encuadernacion: Cartoné
• Páginas: 511
• Fecha Publicación: 11/02/2009
• Nº Volúmenes: 1
• Idioma: Inglés