New insight on the performance of equity long/short investment styles

Boris Fays; Georges Hübner; Marie Lambert

New insight on the performance of equity long/short investment styles

Boris Fays, Georges Hübner, Marie Lambert

Finance

Research output: Contribution to journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	34-45
Number of pages	12
Journal	Bankers, Markets & Investors
Issue number	140
Publication status	Published - 2016

JEL classifications

g11 - "Portfolio Choice; Investment Decisions"
g12 - "Asset Pricing; Trading volume; Bond Interest Rates"

Keywords

Hedge funds
Long/Short equity
Fama-French factor
Size
Book-to-market
Momentum
Mimicking Portfolios

Cite this

@article{3a7c1e7d8ea2484984ddf7577889a2cc,

title = "New insight on the performance of equity long/short investment styles",

keywords = "Hedge funds, Long/Short equity, Fama-French factor, Size, Book-to-market, Momentum, Mimicking Portfolios",

author = "Boris Fays and Georges H{\"u}bner and Marie Lambert",

note = "Lipper/TASS database",

year = "2016",

language = "English",

pages = "34--45",

journal = "Bankers, Markets & Investors",

issn = "2101-9304",

number = "140",

}

TY - JOUR

T1 - New insight on the performance of equity long/short investment styles

AU - Fays, Boris

AU - Hübner, Georges

AU - Lambert, Marie

N1 - Lipper/TASS database

PY - 2016

Y1 - 2016

KW - Hedge funds

KW - Long/Short equity

KW - Fama-French factor

KW - Size

KW - Book-to-market

KW - Momentum

KW - Mimicking Portfolios

UR - http://www.revue-banque.fr/article/new-insight-performance-equity-longshort-investmen

M3 - Article

SN - 2101-9304

SP - 34

EP - 45

JO - Bankers, Markets & Investors

JF - Bankers, Markets & Investors

IS - 140

ER -

New insight on the performance of equity long/short investment styles

JEL classifications

Keywords

Other files and links

Cite this