Long–Short Extensions: How Much Is Enough?-Reference-Cited by-同舟云学术

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Long–Short Extensions: How Much Is Enough?

Published:2008-01 Issue:1 Volume:64 Page:16-30
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Clarke Roger¹,de Silva Harindra²,Sapra Steven³,Thorley Steven⁴

Affiliation:

1. Roger Clarke is chairman of Analytic Investors, Inc., Los Angeles.

2. Harindra de Silva, CFA, is president of Analytic Investors, Inc., Los Angeles.

3. Steven Sapra, CFA, is a portfolio manager at Analytic Investors, Inc., Los Angeles.

4. Steven Thorley, CFA, is H. Taylor Peery Professor of Finance at Brigham Young University, Provo, Utah.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v64.n1.4

Reference11 articles.

1. Portfolio Constraints and the Fundamental Law of Active Management

2. The Information Ratio

3. Alpha is Volatility Times IC Times Score

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