Modern Portfolio Management: Active Long/Short 130/30 Equity Strategies (Wiley Finance Series)

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9780470398531: Modern Portfolio Management: Active Long/Short 130/30 Equity Strategies (Wiley Finance Series)

Book by Leibowitz Martin L Emrich Simon Bova Anthony

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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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Praise for Modern Portfolio Management

"This extraordinary book will be the classic work on portfolio management. Nothing I know of comes close to matching its depth of analysis and innovative thinking, as the authors transform the most important lessons of theory into the most sophisticated methodologies for day-to-day decision-making. Leibowitz and his associates have raised portfolio management to a new level, and those who fail to climb up here will rue the day."--Peter L. Bernstein, author of Capital Ideas Evolving

"Marty Leibowitz is a very smart guy and has been around the quantitative track longer than any of us. Whatever he writes is definitely worth reading."--James Simons, PhD, Chairman and Chief Executive Officer, Renaissance Technologies, LLC

"If 130/30 is the new long-only, then this book is an instant classic in investment literature. Dr. Leibowitz and his coauthors have written the definitive treatise on disciplined long/short equity investing, and this book should be required reading for all pension plan sponsors, portfolio managers, and consultants who care about making the most of their investment dollars."--Andrew W. Lo, Harris & Harris Group Professor, MIT Sloan School of Management

"True to form, Leibowitz brings the practical and theoretical together in this useful compilation of articles regarding active extension strategies. All investors who might consider both long and short positions in active portfolios should have this on their bookshelf for reference."--Scott C. Evans, Executive Vice President, TIAA-CREF

"The author team has written an authoritative book on the rapidly growing field of 130/30 portfolios. They offer many unique and practical insights, backed by rigorous analysis, on raising portfolio returns and managing risk in a disciplined manner. The book is an absolute gem for the serious investor."--Aje Saigal, Director, Investment Policy & Strategy, Government of Singapore Investment Corporation

"A comprehensive and insightful introduction to the attributes of focused and risk-controlled long-short management. This collection of articles, with Martin Leibowitz's path-breaking work at Morgan Stanley Research as the cornerstone, will inspire and guide asset owners to achieve more efficient portfolio allocations."--Knut N. Kjaer, former CEO, Norwegian Government Pension Fund

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