TY - JOUR T1 - Efficient Portfolios for Alternative Investments JF - The Journal of Alternative Investments SP - 19 LP - 25 DO - 10.3905/jai.2006.627847 VL - 8 IS - 4 AU - Françoise Charpin AU - Dominique Lacaze Y1 - 2006/03/31 UR - https://pm-research.com/content/8/4/19.abstract N2 - In this article, mean-variance optimization is used to construct efficient market-neutral portfolios as well as equity long/short portfolios. The methodology takes into account the specific aspects of these strategy constructions. Using a sample of stocks, the methodology is used to construct market-neutral and long-short portfolios and the performance of each is examined.TOPICS: Real assets/alternative investments/private equity, security analysis and valuation, portfolio construction, performance measurement ER -