Modern Portfolio Management (eBook, PDF)
Active Long/Short 130/30 Equity Strategies
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Modern Portfolio Management (eBook, PDF)
Active Long/Short 130/30 Equity Strategies
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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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- Produktdetails
- Verlag: John Wiley & Sons
- Seitenzahl: 544
- Erscheinungstermin: 24. Dezember 2008
- Englisch
- ISBN-13: 9780470430354
- Artikelnr.: 37292068
- Verlag: John Wiley & Sons
- Seitenzahl: 544
- Erscheinungstermin: 24. Dezember 2008
- Englisch
- ISBN-13: 9780470430354
- Artikelnr.: 37292068
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 Extension--Portfolio 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-Based Asset Allocation.
CHAPTER 13: Beta Targeting: Tapping into the Appeal of Active 130/30
Extensions. CHAPTER 14: Activity Ratios: Alpha Drivers in Long/Short Funds.
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.
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 Extension--Portfolio 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-Based Asset Allocation.
CHAPTER 13: Beta Targeting: Tapping into the Appeal of Active 130/30
Extensions. CHAPTER 14: Activity Ratios: Alpha Drivers in Long/Short Funds.
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.