Work

On the Optimality of Long/Short Strategies

Year: 2008

Type: other

Abstract: This chapter contains sections titled: Portfolio Construction and Problem Formulation Optimal Long/Short Portfolios Optimal Equitized Long/Short Portfolio Conclusion Notes

Source: Wiley eBooks

DOI: 10.1002/9781118267189.ch16

Authors: Bruce I. Jacobs, Kenneth N. Levy, David Starer

Institution: Jacobs Levy Equity Management

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122538647

Cites: 15

Cited by: 2

Related to: 10