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.
- © 2002 Pageant Media Ltd
Don’t have access? Register today to begin unrestricted access to our database of research.
Log in using your username and password
In this issue
Who's Long? Market-Neutral versus Long/Short Equity
Jump to section
Similar Articles
Cited By...
- No citing articles found.