apotheke cialis
how does viagra work
cialis company
levitra order
viagra for woman
cheap viagra
blindness cialis
cheap cialis generic
cheapest cialis
viagra erection
cialis sample
drug viagra
womens viagra
viagra dosage
viagra soft tabs
cialis drug
cialis versus viagra
cialis mexico
get viagra
levitra prescription
cialis review
20mg cialis
viagra vs cialis
levitra sales
best cialis price
cialis order
cialis viagra vs
where to buy viagra
swine influenza
comprare cialis
levitra purchase
save on drugs viagra
viagra shop
buy viagra
cialis purchase
levitra alternative
order viagra
viagra sample
cheap viagra uk
penis growth oil
cialis discount online
cialis soft
cialis tadalafil
viagra information
viagra price
citrate sildenafil
levitra tablets
viagra use
viagra sale
pfizer viagra
levitra vs viagra
cialis generic
levitra price
cialis jelly
buy cialis
cheapest viagra
cialis effects side
cialis soft tab
effects of viagra
canadian cialis
penis extender
viagra pill
viagra story
save on pills
levitra cost
levitra dosage
generic viagra
levitra canada
cialis pharmacy
offender viagra
cialis levitra vs
medicaid viagra
penisole
cialis mexican
lowest viagra price
levitra pills
levitra buy
cialis levitra viagra
comprare viagra
cialis open western
levitra cheap
100mg viagra
cialis germany
tadalafil citrate
herbal viagra
viagra and alcohol
buying viagra
buy cheap cialis
levitra
best price viagra
viagra for sale
trial viagra
viagra 50mg
viagra research
buying viagra online
cialis online purchase
cialis why
discount viagra online
cialis generic price
cialis liquid
viagra sales
viagra commercial
viagra mexico
cialis lowest price
cialis europe get
levitra safe
low cost viagra
viagra soft tab
cialis generic online
cialis from india
where to buy levitra
how viagra works
cialis discount generic
discount levitra
cialis pill
cialis com
cialis online pharmacy
viagra substitute
cheap viagra online
online levitra
cialis levitra
cialis uk
generic viagra online
cialis europe viagra
levitra professional
purchase viagra online
cialis compare levitra
buy generic viagra
cialis viagra
cialis compare viagra
cialis testimonials
natural viagra
levitra mg
cialis get viagra
cialis professional
viagra alternative
how levitra works
viagra levitra
save on drugs
cialis vs viagra
woman taking viagra
cialis sale
viagra trial
levitra online
viagra canada
viagra pharmacy
affordable viagra
cialis discount
cialis commercial
viagra soft
canada cialis generic
cialis mt tadalafil
viagra side effects
cialis prescription
cialis generic viagra
levitra drug
cialis price
female viagra
cialis woman
purchase viagra
cialis new viagra
levitra for sale
viagra online
cialis lilly
canada cialis
order viagra online
viagra prescription
generic tadalafil
discount viagra
cialis online
viagra jelly
oseltamivir
cialis soft tabs
viagra online pharmacy
viagra wholesale
mail order viagra
viagra cialis
cialis mt
viagra sale online
cialis tablet
cialis online order
cialis dosage
generic levitra
viagra uk
viagra professional
viagra sales uk
cheap generic viagra
cialis uprima viagra
cheap cialis
viagra cialis levitra
cialis experience
viagra on line
Download Movies

New study finds 130/30 outperforms long-only in back tests

Sep 18th, 2007 | Filed under: 130/30

According to a study in the forthcoming issue of the Journal of Alternative Investments, 130/30 funds would have outperformed equivalent long-only funds over the period since 1994 (a hat-tip goes out to the Advisor Perspectives newsletter for drawing our attention to this study today).

The author of the study is Lee Munder Capital Group’s Gordon Johnson.   While Johnson’s full paper has yet to be published, he released a white paper on the same topic earlier today.  In addition, a slide presentation on the topic is available here at the website of the esteemed quant organization QWAFAFEW (pronounced quaff-a-few, an allusion to the organization’s libationary founding principles).

Earlier today, Johnson told AllAboutAlpha.com:

More…


To continue reading this article please login (at the right) or click here to learn more about accessing our archives.

3 comments
Leave a comment »

  1. […] 130/30 funds should outperform…in theory. (All About Alpha) […]

  2. […] All About Alpha, one of the excellent resources I list on my links page, posts a study about how the new-fangled 130/30 funds outperform long-only funds. Click the previous link for the “they read” version. The PDF version of the white paper on 130/30 funds is here. […]

  3. […] Johnson’s previous research indicated that 130/30 funds have indeed outperformed their long-only twins (see related posting).  He has recently updated his findings to include the second half of 2007 - a volatile period for both the market and for 130/30 funds.  We were curious to see these results because Johnson’s previous findings were based on years when the market appreciated.  […]

Leave Comment