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The Journal of Alternative Investments

The Journal of Alternative Investments

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Primary Article

Who's Long? Market-Neutral versus Long/Short Equity

Alexander M. Ineichen
The Journal of Alternative Investments Spring 2002, 4 (4) 62-69; DOI: https://doi.org/10.3905/jai.2002.319033
Alexander M. Ineichen
Managing director and head of Equity Derivatives Research at UBS Warburg in London, U.K.
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  • For correspondence: alexander.ineichen@ubsw.com
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Abstract

Proper classification of various hedge fund strategies has been a difficult exercise. Market-neutral and long/short equity are two styles which often overlap either in statistical tests or in the minds of managers and investors. In this article the similarities and the differences between the two strategies are discussed.

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The Journal of Alternative Investments
Vol. 4, Issue 4
Spring 2002
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Who's Long? Market-Neutral versus Long/Short Equity
Alexander M. Ineichen
The Journal of Alternative Investments Mar 2002, 4 (4) 62-69; DOI: 10.3905/jai.2002.319033

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Who's Long? Market-Neutral versus Long/Short Equity
Alexander M. Ineichen
The Journal of Alternative Investments Mar 2002, 4 (4) 62-69; DOI: 10.3905/jai.2002.319033
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