Will a hypothetically ideal market-neutral long-short portfolio earn more if the underlying equity market rises by 15%
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Will a hypothetically ideal market-neutral long-short portfolio earn more if the underlying equity market rises by 15% than if the market falls by 15%?
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Related Book For
The Theory And Practice Of Investment Management
ISBN: 9780470929902
2nd Edition
Authors: Frank J Fabozzi, Harry M Markowitz
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