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

Boris Fays, Georges Hübner, Marie Lambert

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)34-45
Number of pages12
JournalBankers, Markets & Investors
Issue number140
Publication statusPublished - 2016

JEL classifications

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


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

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