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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.
Table of Contents
Foreword: The High and Low of 130/30 Investing.
Structure of the Book.
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.