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20 Myths about Long-Short

Financial analysts journal, 1996-09, Vol.52 (5), p.81-85 [Peer Reviewed Journal]

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Title:
20 Myths about Long-Short
Author: Jacobs, Bruce I. ; Levy, Kenneth N.
Subjects: Advantages ; Asset allocation ; Assets ; Disadvantages ; Equity ; Financial leverage ; Financial portfolios ; Financial securities ; Institutional investments ; Investment ; Investment portfolios ; Investment risk ; Investors ; Portfolio management ; Portfolio performance ; Risk ; Securities management ; Securities markets ; Security portfolios ; Short sales ; Stock exchanges
Is Part Of: Financial analysts journal, 1996-09, Vol.52 (5), p.81-85
Description: Popular conceptions of long-short investing are distorted by a number of myths, many of which appear to result from viewing long-short from a conventional investment perspective. Long-short portfolios differ fundamentally from long-only portfolios in construction, in the measurement of their risk and return, and in their implementation costs. Furthermore, long-short portfolios allow greater flexibility in security selection, asset allocation, and overall plan structure.
Publisher: Charlottesville: The Association for Investment Management and Research
Language: English
Identifier: ISSN: 0015-198X
EISSN: 1938-3312
DOI: 10.2469/faj.v52.n5.2028
CODEN: FIAJA4
Source: ProQuest Central

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