Work

20 Myths about Long–Short

Year: 1996

Type: article

Abstract: Popular conceptions of long–short investing are distorted by a number of myths, many of which appear to result from viewing long–short from a conventional investment perspective. Long–short portfolios differ fundamentally from long-only portfolios in construction, in the measurement of their risk and return, and in their implementation costs. Furthermore, long–short portfolios allow greater flexibility in security selection, asset allocation, and overall plan structure.

Source: Financial Analysts Journal

DOI: 10.2469/faj.v52.n5.2028

Authors: Bruce I. Jacobs, Kenneth N. Levy

Institution: Jacobs Levy Equity Management

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2164162034

FWCI: 1.563

Cites: 6

Cited by: 21

Related to: 10