April 2011
Beginner
704 pages
21h 44m
English
book
The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition
by Frank J. Fabozzi, Harry M. Markowitz
Content preview from The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies, Second Edition
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QUESTIONS
1. Name three potential advantages of using short as well as long positions in a portfolio.
2. What is a liquidity buffer, and why might it be necessary?
3. What are the sources of overall return to the market-neutral portfolio?
4. Will a hypothetically ideal market-neutral long-short portfolio earn more if the underlying equity market rises by 15% than if the market falls by 15%?
5. What is integrated optimization and why is it so important?
6. How can a market-neutral long-short portfolio be modified to benefit from the returns available from the overall market?
7. How does an equitized long-short portfolio’s return differ from a market-neutral long-short portfolio’s return?
8. What’s an “enhanced active” 120-20 portfolio?
9. What are some of the issues that may have to be addressed in constructing long-short portfolios?
10. What is the most important determinant of success for a long-short portfolio?
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