{"product_id":"modern-portfolio-management-9780470398531","title":"Modern Portfolio Management","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eActive 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.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eForeword The High and Low of 130\/30 Investing xi\u003c\/p\u003e \u003cp\u003eStructure of the Book xxiii\u003c\/p\u003e \u003cp\u003eAcknowledgments xxix\u003c\/p\u003e \u003cp\u003eINTRODUCTION Evolution of the Active Extension Concept 1\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART ONE Active 130\/30 Extensions and Diversified Asset Allocations 9\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 1 Active 130\/30 Extensions and Diversified Asset Allocations 11\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART TWO The Role of Quantitative Strategies in Active 130\/30 Extensions 45\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 2 Active Extension—Portfolio Construction 47\u003c\/p\u003e \u003cp\u003eCHAPTER 3 Managing Active Extension Portfolios 59\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART THREE Special Topics Relating to Active 130\/30 Extensions 71\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 4 Active Extension Portfolios: An Exploration of the 120\/20 Concept 73\u003c\/p\u003e \u003cp\u003eCHAPTER 5 Alpha Ranking Models and Active Extension Strategies 91\u003c\/p\u003e \u003cp\u003eCHAPTER 6 The Tracking Error Gap 103\u003c\/p\u003e \u003cp\u003eCHAPTER 7 Correlation Effects in Active 120\/20 Extension Strategies 119\u003c\/p\u003e \u003cp\u003eCHAPTER 8 Alpha Returns and Active Extensions 135\u003c\/p\u003e \u003cp\u003eCHAPTER 9 An Integrated Analysis of Active Extension Strategies 149\u003c\/p\u003e \u003cp\u003eCHAPTER 10 Portfolio Concentration 167\u003c\/p\u003e \u003cp\u003eCHAPTER 11 Generic Shorts in Active 130\/30 Extensions 185\u003c\/p\u003e \u003cp\u003eCHAPTER 12 Beta-Based Asset Allocation 197\u003c\/p\u003e \u003cp\u003eCHAPTER 13 Beta Targeting: Tapping into the Appeal of Active 130\/30 Extensions 215\u003c\/p\u003e \u003cp\u003eCHAPTER 14 Activity Ratios: Alpha Drivers in Long\/Short Funds 237\u003c\/p\u003e \u003cp\u003eCHAPTER 15 Generalizations of the Active 130\/30 Extension Concept 257\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART FOUR Key Journal Articles 267\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 16 On the Optimality of Long\/Short Strategies 269\u003c\/p\u003e \u003cp\u003eCHAPTER 17 The Efficiency Gains of Long\/Short Investing 297\u003c\/p\u003e \u003cp\u003eCHAPTER 18 Toward More Information-Efficient Portfolios 323\u003c\/p\u003e \u003cp\u003eCHAPTER 19 Allocation Betas 343\u003c\/p\u003e \u003cp\u003eCHAPTER 20 Alpha Hunters and Beta Grazers 365\u003c\/p\u003e \u003cp\u003eCHAPTER 21 Gathering Implicit Alphas in a Beta World: New Questions about Alternative Assets 379\u003c\/p\u003e \u003cp\u003eCHAPTER 22 Optimal Gearing: Not All Long\/Short Portfolios Are Efficient 395\u003c\/p\u003e \u003cp\u003eCHAPTER 23 20 Myths about Enhanced Active 120\/20 Strategies 413\u003c\/p\u003e \u003cp\u003eCHAPTER 24 Active 130\/30 Extensions: Alpha Hunting at the Fund Level 429\u003c\/p\u003e \u003cp\u003eCHAPTER 25 Long\/Short Extensions: How Much Is Enough? 467\u003c\/p\u003e \u003cp\u003eAbout the Authors 497\u003c\/p\u003e \u003cp\u003eIndex 501\u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402324386135,"sku":"9780470398531","price":56.25,"currency_code":"GBP","in_stock":false}],"url":"https:\/\/bookcurl.com\/products\/modern-portfolio-management-9780470398531","provider":"Book Curl","version":"1.0","type":"link"}