Modern Portfolio Management: Active Long/Short 130/30 Equity Strategies
Copyright © 2009 Morgan Stanley. All rights reserved.
Author(s): Martin L. Leibowitz, Simon Emrich, Anthony Bova
Published Online: 29 NOV 2011 10:41AM EST
Print ISBN: 9780470398531
Online ISBN: 9781118267189
About this Book
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.