Long-Short Equity (L/S) is a fund investing strategy comprised of long positions on equities anticipated to rise paired with short positions.
O'Connor is a global single-manager hedge fund platform within UBS Asset Management, with complete independence in regard to investment decision-making, offering industry-leading multi-strategy and standalone capabilities. We have over 40 years of institutional experience in trading and market ma...
Long/Short Equity This strategy involves taking a long or short position in an equity or derivative market, i.e., purchase undervalued stock or selling overvalued once. Before going up with this strategy, fundamental and technical analysis to make an investment decision is employed. This strategy ...
If the company has not filed for bankruptcy, the manager may sell short equity, betting the shares will fall when it does file. Global Macro This hedge fund strategy aims to profit from significant economic and political changes in various countries by focusing on bets on interest rates, sovere...
2011. The Risk in Hedge Fund Strategies: The- ory and Evidence from Long/Short Equity Hedge Funds. Journal of Empirical Finance.Fung, W. and D. Hsieh, 2004b. The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds. Mimeo....
While many hedge funds also employ a long-short equity strategy with a long bias (such as 130/30, where long exposure is 130% and short exposure is 30%), comparatively fewer hedge funds employ a short bias to their long-short strategy. It is historically more difficult to uncover profitabl...
2.股票多空 多元投资（Multi Strategy）、股票多空（Long Short Equity）、股票市场中立（Market Neutral）等等 3.有长短仓 比较大路的对冲基金策略有长短仓（Long Short Equity）。例句：1.In June, Bull Path Capital Management converted a long-short equity hedgefund into a mutual fund.六月，牛...
While many hedge funds also employ a long/short equity strategy with a long bias (such as 130/30, where long exposure is 130% and short exposure is 30%), comparatively fewer hedge funds employ a short bias to their long/short strategy. Long/short equity strategies can be differentiated in...
Johnson decides to take a short position in Z and a long position in T with equal beta-weighted exposure. which equity hedge fund strategy best describes the Z and T positions taken by Johnson? 选项: A. Short biasB. Long/short equity...
Theory suggests that long/short equity hedge funds' returns come from long/short as well as directional exposure to the stock market and the fees related to stock loans. Empirical analysis finds persistent net exposures to the spread between small versus large cap stocks in addition to the overal...