An Empirical Analysis of 130/30 Strategies: Domestic and International 130/30 Strategies Add Value Over Long-Only Strategies

Gordon Johnson; Shannon Ericson; Vikram Srimurthy

doi:10.3905/jai.2007.695265

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.

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For correspondence: gjohnson@leemunder.com

Shannon Ericson

A portfolio manager, international investments, at Lee Munder Capital Group in Boston, MA.

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For correspondence: sericson@leemunder.com

Vikram Srimurthy

A portfolio manager, international investments, at Lee Munder Capital Group in Boston, MA.

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For correspondence: vsrimurthy@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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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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