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  1. 1. 130/30 Investment Strategies – Is the Active Extension Value Adding?

    Master-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Jussi Antti Olavi Korhonen; Daniel Kunz; [2010]
    Nyckelord :manager skill; momentum contrarian; short selling; DAX; long-only; Omega ratio; 130 30; active extension; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : Objectives: In this thesis we studied the performance of active extension portfolios constructed by using momentum/contrarian strategies. Fundamentally, the difference between the 130/30 and the long-only asset classes is the relaxation from the long-only constraint. LÄS MER