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The Smart Money Prefers Long/Short Portfolios, But The Vast Majority Of AUM Is Long-Only | Seeking Alpha
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Factor Weighted Long Short Portfolio Cumulative Return (a)1D, (b)5D, (c)22D | Download Scientific Diagram
![Monthly returns on long-short portfolio and VIX Note: this figure shows... | Download Scientific Diagram Monthly returns on long-short portfolio and VIX Note: this figure shows... | Download Scientific Diagram](https://www.researchgate.net/publication/340114227/figure/fig2/AS:962160377225230@1606408318261/Monthly-returns-on-long-short-portfolio-and-VIX-Note-this-figure-shows-the-monthly.png)
Monthly returns on long-short portfolio and VIX Note: this figure shows... | Download Scientific Diagram
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Can Your Long/Short Fund Do This? 3 Ways CPLIX Can Make a Difference in a Portfolio | Calamos Investments
![A reader asks: Can a risk parity portfolio have short positions? – Investment Solutions – Portfolio Construction Experts | PortfolioWizards A reader asks: Can a risk parity portfolio have short positions? – Investment Solutions – Portfolio Construction Experts | PortfolioWizards](https://www.portfoliowizards.com/wp-content/uploads/2012/09/Long-Short-Risk-Parity-1024x597.png)
A reader asks: Can a risk parity portfolio have short positions? – Investment Solutions – Portfolio Construction Experts | PortfolioWizards
![Long/short portfolio optimization for the market crash of late 2018, Sharpe ratio 1.82, Return 35.4% Long/short portfolio optimization for the market crash of late 2018, Sharpe ratio 1.82, Return 35.4%](https://static.wixstatic.com/media/b7ece8_3d0aa52c52d64b579eacd19c454b95e5~mv2.png/v1/fill/w_640,h_398,al_c,q_85,usm_0.66_1.00_0.01,enc_auto/b7ece8_3d0aa52c52d64b579eacd19c454b95e5~mv2.png)
Long/short portfolio optimization for the market crash of late 2018, Sharpe ratio 1.82, Return 35.4%
![Backtesting for the period 2007-2008, Sharpe ratio = 2.48. Long/short equity portfolio optimization. Backtesting for the period 2007-2008, Sharpe ratio = 2.48. Long/short equity portfolio optimization.](https://static.wixstatic.com/media/b7ece8_0b29ce2d6082484797911c00c0a530ea~mv2.png/v1/fit/w_936%2Ch_622%2Cal_c/file.png)
Backtesting for the period 2007-2008, Sharpe ratio = 2.48. Long/short equity portfolio optimization.
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Alpha generation in long-short equity portfolios: marrying theory with practice | Man Institute | Man Group
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