The implications of forcing beta from one down towards beta neutrality on key risk and return and other measures in long only mean variance efficient equity portfolios
Hedge fund strategies such as the equity market neutral have provided significant risk adjusted returns in the form of alpha, but their short selling and debt has made them generally costly and prone to failure under changing market conditions. There is a need to isolate the benefits of long short e...
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University of Pretoria
2016
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| Online Access: | http://hdl.handle.net/2263/52320 Siziba, I 2015, The implications of forcing beta from one down towards beta neutrality on key risk and return and other measures in long only mean variance efficient equity portfolios, MBA Mini-dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/52320> |
Internet
http://hdl.handle.net/2263/52320Siziba, I 2015, The implications of forcing beta from one down towards beta neutrality on key risk and return and other measures in long only mean variance efficient equity portfolios, MBA Mini-dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/52320>