메뉴 건너뛰기




Volumn 56, Issue 6, 2000, Pages 40-53

The Efficiency Gains of Long-Short Investing

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0007196051     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v56.n6.2402     Document Type: Article
Times cited : (56)

References (17)
  • 1
    • 0041890524 scopus 로고
    • Long-Short Strategies Reassessed
    • September/October
    • Arnott, Robert D., and David J. Leinweber. 1994. "Long-Short Strategies Reassessed." Financial Analysts Journal, vol. 50, no. 5 (September/October):76-78.
    • (1994) Financial Analysts Journal , vol.50 , Issue.5 , pp. 76-78
    • Arnott, R.D.1    Leinweber, D.J.2
  • 2
    • 0007338380 scopus 로고    scopus 로고
    • Comparisons and Combinations of Long and Long-Short Strategies
    • May/June
    • Brush, John S. 1997. "Comparisons and Combinations of Long and Long-Short Strategies." Financial Analysts Journal, vol. 53, no. 3 (May/June): 81-89.
    • (1997) Financial Analysts Journal , vol.53 , Issue.3 , pp. 81-89
    • Brush, J.S.1
  • 3
    • 85037475083 scopus 로고
    • Market Neutral Long-Short Strategies: The Perception versus the Reality
    • La Quinta, CA
    • Dadachanji, Naozer. 1995. "Market Neutral Long-Short Strategies: The Perception versus the Reality." Presentation at the October 1995 Q-Group Conference, La Quinta, CA.
    • (1995) October 1995 Q-Group Conference
    • Dadachanji, N.1
  • 4
    • 0346403767 scopus 로고    scopus 로고
    • Investment Deadweight and the Advantages of Long-Short Portfolio Management
    • September
    • Freeman, John D. 1997. "Investment Deadweight and the Advantages of Long-Short Portfolio Management." VBA Journal (September):11-14.
    • (1997) VBA Journal , pp. 11-14
    • Freeman, J.D.1
  • 5
    • 0002285210 scopus 로고
    • The Fundamental Law of Active Management
    • Spring
    • Grinold, Richard C. 1989. "The Fundamental Law of Active Management." Journal of Portfolio Management, vol. 15, no. 3 (Spring):30-37.
    • (1989) Journal of Portfolio Management , vol.15 , Issue.3 , pp. 30-37
    • Grinold, R.C.1
  • 6
    • 21344497533 scopus 로고
    • Alpha Is Volatility Times IC Times Score, or Real Alphas Don't Get Eaten
    • Summer
    • _. 1994. "Alpha Is Volatility Times IC Times Score, or Real Alphas Don't Get Eaten." Journal of Portfolio Management, vol. 20, no. 4 (Summer):9-16.
    • (1994) Journal of Portfolio Management , vol.20 , Issue.4 , pp. 9-16
  • 8
    • 0039946419 scopus 로고    scopus 로고
    • The Long and Short on Long-Short
    • Spring: Also presented at the October 1995 Q-Group Conference, La Quinta, CA
    • Jacobs, Bruce I. 1997. "The Long and Short on Long-Short." Journal of Investing, vol. 6, no. 1 (Spring):73-86. (Also presented at the October 1995 Q-Group Conference, La Quinta, CA.)
    • (1997) Journal of Investing , vol.6 , Issue.1 , pp. 73-86
    • Jacobs, B.I.1
  • 9
    • 0347033799 scopus 로고    scopus 로고
    • Controlled Risk Strategies
    • Charlottesville, VA: AIMR
    • _. 1998. "Controlled Risk Strategies." In Alternative Investing. Charlottesville, VA: AIMR.
    • (1998) Alternative Investing
  • 10
    • 0040539317 scopus 로고
    • More on Long-Short Strategies
    • March/April
    • Jacobs, Bruce L, and Kenneth N. Levy. 1995. "More on Long-Short Strategies." Financial Analysts Journal, vol. 51, no. 2 (March/April):88-90.
    • (1995) Financial Analysts Journal , vol.51 , Issue.2 , pp. 88-90
    • Jacobs, B.L.1    Levy, K.N.2
  • 11
    • 0042391754 scopus 로고    scopus 로고
    • 20 Myths about Long-Short
    • September/October
    • _. 1996. "20 Myths about Long-Short." Financial Analysts Journal, vol. 52, no. 5 (September/October):81-85.
    • (1996) Financial Analysts Journal , vol.52 , Issue.5 , pp. 81-85
  • 12
    • 0009437543 scopus 로고    scopus 로고
    • On the Optimality of Long-Short Strategies
    • March/April
    • Jacobs, Bruce I., Kenneth N. Levy, and David Starer. 1998. "On the Optimality of Long-Short Strategies." Financial Analysts Journal, vol. 54, no. 2 (March/April):40-51.
    • (1998) Financial Analysts Journal , vol.54 , Issue.2 , pp. 40-51
    • Jacobs, B.I.1    Levy, K.N.2    Starer, D.3
  • 13
    • 0033249527 scopus 로고    scopus 로고
    • Long-Short Portfolio Management: An Integrated Approach
    • Winter
    • _. 1999. "Long-Short Portfolio Management: An Integrated Approach." Journal of Portfolio Management, vol. 25, no. 2 (Winter):23-32.
    • (1999) Journal of Portfolio Management , vol.25 , Issue.2 , pp. 23-32
  • 15
    • 0345772615 scopus 로고    scopus 로고
    • Long-Short Investing-Who, Why, and How
    • Edited by Brian Bruce. New York: Institutional Investor
    • Levin, Asriel. 1998. "Long-Short Investing-Who, Why, and How." In Enhanced Index Strategies for the Multi-Manager Portfolio. Edited by Brian Bruce. New York: Institutional Investor.
    • (1998) Enhanced Index Strategies for the Multi-Manager Portfolio
    • Levin, A.1
  • 16
    • 0003060880 scopus 로고
    • Are Long-Short Equity Strategies Superior?
    • November/ December: Also presented at the October 1995 Q-Group Conference, La Quinta, CA
    • Michaud, Richard O. 1993. "Are Long-Short Equity Strategies Superior?" Financial Analysts Journal, vol. 49, no. 6 (November/ December):44-49. (Also presented at the October 1995 Q-Group Conference, La Quinta, CA.)
    • (1993) Financial Analysts Journal , vol.49 , Issue.6 , pp. 44-49
    • Michaud, R.O.1
  • 17
    • 0042391753 scopus 로고
    • Reply to Arnott and Leinweber
    • September/October
    • _. 1994. "Reply to Arnott and Leinweber." Financial Analysts Journal, vol. 50, no. 5 (September/October):78-80.
    • (1994) Financial Analysts Journal , vol.50 , Issue.5 , pp. 78-80


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.