An Empirical Analysis of 130/30 Strategies

Domestic and International 130/30 Strategies Add Value Over Long-Only Strategies

Gordon Johnson, Shannon Ericson and Vikram Srimurthy
The Journal of Alternative Investments Fall 2007, 10 (2) 31-42; DOI: https://doi.org/10.3905/jai.2007.695265

Article Information

vol. 10 no. 2 31-42
DOI 
https://doi.org/10.3905/jai.2007.695265
Published By 
Pageant Media Ltd
Print ISSN 
1520-3255
Online ISSN 
2168-8435
History 
  • Published online September 30, 2007.
Copyright & Usage 
© 2007 Pageant Media Ltd

Author Information

  1. Gordon Johnson
    1. A senior portfolio manager, international investments, at Lee Munder Capital Group in Boston, MA. (gjohnson{at}leemunder.com)
  2. Shannon Ericson
    1. A portfolio manager, international investments, at Lee Munder Capital Group in Boston, MA. (sericson{at}leemunder.com)
  3. Vikram Srimurthy
    1. A portfolio manager, international investments, at Lee Munder Capital Group in Boston, MA. (vsrimurthy{at}leemunder.com)
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An Empirical Analysis of 130/30 Strategies
Gordon Johnson, Shannon Ericson, Vikram Srimurthy
The Journal of Alternative Investments Sep 2007, 10 (2) 31-42; DOI: 10.3905/jai.2007.695265
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