Long-short portfolio management: An integrated approach

Journal of Portfolio Management

Volumn 25, Issue 2, 1999, Pages 23-32

  Jacobs, Bruce I ^a   Levy, Kenneth N ^a   Starer, David ^a  

^a Jacobs Levy Equity Management   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033249527     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1999.319730     Document Type: Article

References (7)

1. Elton, Edwin J., Martin J. Gruber, and Manfred W. Padberg. "Simple Criteria for Optimal Portfolio Selection." Journal of Finance, December 1976, pp. 1341-1357.
2. Jacobs, Bruce I. "Controlled Risk Strategies." In ICFA Continuing Education: Alternative Assets. Charlottesville, VA: Association for Investment Management and Research, 1998.
3. Jacobs, Bruce I., Kenneth N. Levy, and David Starer. "On the Optimality of Long-Short Strategies." Financial Analysts Journal, March/April 1998.
4. Markowitz, Harry. "Portfolio Selection." Journal of Finance, March 1952, pp. 77-91.
5. Miller, Edward M. "Risk, Uncertainty, and Divergence of Opinion." Journal of Finance, September 1977, pp. 1151-1168.
6. Sharpe, William F. "Capital Asset Prices with and without Negative Holdings." Journal of Finance, June 1991, pp. 489-509.
7. Strang, Gilbert. Linear Algebra and Its Applications, 3rd ed. New York: Harcourt Brace Jovanovich, 1988.