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n Investment Analysts Journal - Excess returns to equity market neutral hedge funds

Volume 2005, Issue 62
  • ISSN : 1029-3523
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Abstract

Extracted from text ... Excess returns to equity market neutral hedge funds Investment Analysts Journal - No. 62 2005 31 Excess returns to equity market neutral hedge funds 1. INTRODUCTION* Portfolios based on the principle of a long-short equity hedge appear to have originated with a fund established in 1949 by Alfred W Jones. The idea is that superior returns can be obtained by off-setting the market exposure of a long position in a set of shares that has a relatively favourable outlook, with a short position in one that is likely to perform relatively poorly. Sources of profit are net amounts arising from ..

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/content/invest/2005/62/EJC46780
2005-01-01
2016-12-10

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