标题: Long Short/ Market neutral Funds [打印本页] 作者: LorrinCFA 时间: 2011-7-13 15:25 标题: Long Short/ Market neutral Funds
What is the difference between Long/ Short and Market Neutral Funds apart from the fact the long/ short funds have greater volatility?作者: firat 时间: 2011-7-13 15:25
Think of market neutral as a type of long/short fun in which the exposures are pretty much netted so that the fund has a beta of 0.作者: xilinx_altera 时间: 2011-7-13 15:25
That's true, but about 99% of the market neutral funds I have ever seen have been Equity Market Neutral funds. That said, the absolute return point is the key takeaway here.