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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.




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