The Success of Long-Short Equity Strategies versus Traditional Equity Strategies & Market Returns

Abstract

This study examines the performance of long-short equity trading strategies from January 1990 to December 2010. This study combines two financial screens that will yield candidates for both long and short positions for each month during the aforementioned time period. Two long-short strategies are tested: (1) perfectly-hedged, or equal allocation to long… (More)

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Cite this paper

@inproceedings{Buchanan2014TheSO, title={The Success of Long-Short Equity Strategies versus Traditional Equity Strategies & Market Returns}, author={Lauren J. Buchanan and George R. Batta}, year={2014} }