A series of studies developed at Salomon Brothers Inc. that is based on the concept of shortfall risk, which is the risk of failing to earn the minimum return that an investment manager regards as …
This book is divided into three major parts: 1. Asset Allocation and Pension Fund Strategies 2. Stocks, Real Estate and Convertibles 3. Bond Portfolio Management Leibowitz addresses many of…
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 c…