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
Gordon Johnson
A senior portfolio manager, international investments, at Lee Munder Capital Group in Boston, MA.
Shannon Ericson
A portfolio manager, international investments, at Lee Munder Capital Group in Boston, MA.
Vikram Srimurthy
A portfolio manager, international investments, at Lee Munder Capital Group in Boston, MA.
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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