Modern portfolio management: active long/short 130/30 equity strategies
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
c2009
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes index |
| Beschreibung: | XXIX, 511 S. graph. Darst. |
| ISBN: | 9780470398531 |
Internformat
MARC
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| 245 | 1 | 0 | |a Modern portfolio management |b active long/short 130/30 equity strategies |c Martin L. Leibowitz ; Simon Emrich ; Anthony Bova |
| 264 | 1 | |a Hoboken, NJ |b Wiley |c c2009 | |
| 300 | |a XXIX, 511 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 490 | 0 | |a Wiley finance series | |
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| 650 | 4 | |a Asset allocation | |
| 650 | 4 | |a Investment analysis | |
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| 700 | 1 | |a Emrich, Simon |e Verfasser |4 aut | |
| 700 | 1 | |a Bova, Anthony |e Verfasser |4 aut | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-017122168 | ||
Datensatz im Suchindex
| _version_ | 1804138624548077568 |
|---|---|
| adam_text | Contents
Foreword
Though and Low of 130/80 Investing xi
Structure of the Book xxHi
Acknowledgments xxlx
lOTRODUCTWN
EvobUon of the Active Extension Concept 1
PART ONE
Active 130/30 Extensions and Diversified Asset Allocations 9
CHAPTER1
Active 130/80 Extensions and Diversified Asset Mtocattons 11
PART TWO
The Role of Quantitative Strategies bi Active 130/30 Extensions 45
CHAPTER2
Active Extension—PortloioConstPoctlon 47
CHAPTERS
Managing Active Extension PortioBos 58
PART TREE
Special Topics Relating to Active 180/30 Extensions 71
CHAPTER 4
Active Extension Portteios: An Exploration of the 120720 Concept 78
vl
Viii CONTENTS
CHAPTER 5 Alpha Ranking Models and Active Extension Strategies 91
CHAPTER 6 The Tracking Error Gap 103
CHAPTER 7 Correlation Effects in Active 120/20 Extension Strategies 119
CHAPTER 8 Alpha Returns and Active Extensions 135
CHAPTER 9 An Integrated Analysis of Active Extension Strategies 149
CHAPTER 10 Portfolio Concentration 167
CHAPTER 11 Generic Shorts in Active 130/30 Extensions 185
CHAPTER 12 Beta-Based Asset Allocation 197
CHAPTER 13 Beta Targeting: Tapping into the Appeal of Active 130/30 Extensions 215
CHAPTER 14 Activity Ratios: Alpha Drivers in Long/Short Funds 237
CHAPTER 15 Cenppsilfratinnfi nf the Active 1311/30 Fvtansinn Rnnromt 257
PART FOUR
Key Journal Articles 267
CHAPTER 16
On the OnttnaHty of Long/Short Strategies 269
Contents ix
CHAPTER 17 The Efficiency Gains of Long/Short investing 297
CHAPTER 18 Toward More Information-Efficient Portfolios 323
CHAPTER 19 Allocation Betas 343
CHAPTER 20 Alpha Hunters and Beta Grazers 365
CHAPTER 21 Gathering Implicit Alphas in a Beta World: New Questions about Alternative Assets 379
CHAPTER 22 Optimal Gearing: Not All Long/Short Portfolios Are Efficient 395
CHAPTER 23 20 Myths about Enhanced Active 120/20 Strategies 413
CHAPTER 24 Active 130/30 Extensions: Alpha Hunting at the Fund Level 429
CHAPTER 25 Long/Short Extensions: How Much Is Enough? 467
About the Authors 497
Index 501
|
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| dewey-ones | 332 - Financial economics |
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| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV035317539 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:31:09Z |
| institution | BVB |
| isbn | 9780470398531 |
| language | English |
| lccn | 2008028070 |
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| physical | XXIX, 511 S. graph. Darst. |
| publishDate | 2009 |
| publishDateSearch | 2009 |
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| publisher | Wiley |
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| spelling | Leibowitz, Martin L. Verfasser aut Modern portfolio management active long/short 130/30 equity strategies Martin L. Leibowitz ; Simon Emrich ; Anthony Bova Hoboken, NJ Wiley c2009 XXIX, 511 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley finance series Includes index Portfolio management Asset allocation Investment analysis Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Finanzanalyse (DE-588)4133000-6 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 s Portfolio Selection (DE-588)4046834-3 s Finanzanalyse (DE-588)4133000-6 s b DE-604 Emrich, Simon Verfasser aut Bova, Anthony Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017122168&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Leibowitz, Martin L. Emrich, Simon Bova, Anthony Modern portfolio management active long/short 130/30 equity strategies Portfolio management Asset allocation Investment analysis Portfolio Selection (DE-588)4046834-3 gnd Portfoliomanagement (DE-588)4115601-8 gnd Finanzanalyse (DE-588)4133000-6 gnd |
| subject_GND | (DE-588)4046834-3 (DE-588)4115601-8 (DE-588)4133000-6 |
| title | Modern portfolio management active long/short 130/30 equity strategies |
| title_auth | Modern portfolio management active long/short 130/30 equity strategies |
| title_exact_search | Modern portfolio management active long/short 130/30 equity strategies |
| title_full | Modern portfolio management active long/short 130/30 equity strategies Martin L. Leibowitz ; Simon Emrich ; Anthony Bova |
| title_fullStr | Modern portfolio management active long/short 130/30 equity strategies Martin L. Leibowitz ; Simon Emrich ; Anthony Bova |
| title_full_unstemmed | Modern portfolio management active long/short 130/30 equity strategies Martin L. Leibowitz ; Simon Emrich ; Anthony Bova |
| title_short | Modern portfolio management |
| title_sort | modern portfolio management active long short 130 30 equity strategies |
| title_sub | active long/short 130/30 equity strategies |
| topic | Portfolio management Asset allocation Investment analysis Portfolio Selection (DE-588)4046834-3 gnd Portfoliomanagement (DE-588)4115601-8 gnd Finanzanalyse (DE-588)4133000-6 gnd |
| topic_facet | Portfolio management Asset allocation Investment analysis Portfolio Selection Portfoliomanagement Finanzanalyse |
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