标题: equity quiz c [打印本页] 作者: Palantir 时间: 2011-7-11 19:41 标题: equity quiz c
which comment about short extension strategy is false
A it can not be established in the absence of a liquid swap or futures market
B it help managers first in place where the long-only constraint is most limiting ,small cap
stocks
C it gain market return and anpha from same source作者: mp3bu 时间: 2011-7-11 19:41
A.
Short extension strategy relies on shorting individual stock names and investing more than 100% long. No need to swap or futures market. Swap or futures market is for equitized market neutral.作者: zwjy 时间: 2011-7-11 19:41
Goodman, your questions are hard to read through. Should be A though.作者: bkballa 时间: 2011-7-11 19:41
bpdulog Wrote:
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> I have no idea what B is trying to say. Is this
> from the book?
Long-short most effective in places that have higher sources of alpha generation. Asymmetric or symmetric.
Edited 1 time(s). Last edit at Wednesday, May 25, 2011 at 03:33PM by Paraguay.
