Research and Markets: Modern Portfolio Management: Active Long/Short 130/30 Equity Strategies is a Compelling Book

DUBLIN, Ireland--(Business Wire)--
Research and
Markets(http://www.researchandmarkets.com/research/1bfb6b/modern_portfolio_m)
has announced the addition of John Wiley and Sons Ltd's new report "Modern
Portfolio Management: Active Long/Short 130/30 Equity Strategies" to their
offering.

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.

Key Topics Covered:

* Foreword: The High and Low of 130/30 Investing.
* 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.

For more information visit
http://www.researchandmarkets.com/research/1bfb6b/modern_portfolio_m

Laura Wood
Senior Manager
press@researchandmarkets.com
Fax from USA: 646-607-1907
Fax from rest of the world: +353-1-481-1716

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