This study empirically examines the value added for investors during the 2007–2009
financial crisis from hedge fund-like equity mutual funds, including 130/30, market neutral …

This paper used artificial neural networks (ANNs) time series predictor for approximating
returns of Pakistan Stock Exchange (PSX) listed 100 companies. These projected returns …

In this article, the authors use KLD Research and Analytics (KLD) rankings from 1991 to
2009 to create three long-only portfolios: high-ranking “Top” stocks,“Shunned” stocks, and …

The author uses a dataset of 1,140 global liquid absolute return-oriented mutual funds to
analyze the performance of this new class of mutual funds. He sorts these funds into 15 …

This study analyzes the effect on performance when incorporating ESG principles into the
130/30 active extension investment strategy. By setting exposure to 130% for the long …

This quantitative, nonexperimental dissertation served to research and evaluate equity
investment strategies to determine whether evaluation uniformity existed in theory as well as …

在欧美发达国家数量化投资策略应用于基金已有40 多年历史, 之前主要应用于对冲基金,
养老基金等非公募基金上, 而近年出现的130/30 空头扩展数量化投资策略作为共同基金和对冲 …

En un trabajo pionero, Alexander y Dimitriu (2005) proponen una nueva metodología para
el seguimiento de índices. La calidad de la cartera de seguimiento depende del …