http://allaboutalpha.com/blog/2007/09/18/new-study-finds-13030-outperforms-long-only-in-back-tests/ Hedge funds, portable alpha, 130/30 and alpha-centric investing Fri, 19 Mar 2010 07:52:26 +0000 http://wordpress.org/?v=abc hourly 1 http://allaboutalpha.com/blog/2007/09/18/new-study-finds-13030-outperforms-long-only-in-back-tests/comment-page-1/#comment-93220 allaboutalpha.com: AllAboutAlpha.com Tue, 25 Mar 2008 02:06:30 +0000 http://allaboutalpha.com/blog/2007/09/18/new-study-finds-13030-outperforms-long-only-in-back-tests/#comment-93220 [...] 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.  [...] [...] 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.  [...]

]]> http://allaboutalpha.com/blog/2007/09/18/new-study-finds-13030-outperforms-long-only-in-back-tests/comment-page-1/#comment-28505 Bill Rempel, a.k.a. NO DooDahs! - Trading, Investing, Politics, Whatever » They Read, I Read Thu, 20 Sep 2007 02:57:30 +0000 http://allaboutalpha.com/blog/2007/09/18/new-study-finds-13030-outperforms-long-only-in-back-tests/#comment-28505 [...] 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. [...] [...] 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. [...]

]]> http://allaboutalpha.com/blog/2007/09/18/new-study-finds-13030-outperforms-long-only-in-back-tests/comment-page-1/#comment-28393 Wednesday links: fed fund foibles « Abnormal Returns Wed, 19 Sep 2007 16:25:39 +0000 http://allaboutalpha.com/blog/2007/09/18/new-study-finds-13030-outperforms-long-only-in-back-tests/#comment-28393 [...] 130/30 funds should outperform…in theory. (All About Alpha) [...] [...] 130/30 funds should outperform…in theory. (All About Alpha) [...]

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