20 Myths about Enhanced Active 120-20 Strategies

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Other Webcast Series
Financial Analysts Journal Author Webinars
Source: CFA Institute
Bruce I. Jacobs

47:00, audio webcast, recorded on 19 September 2007
Posted on 19 September 2007



One of the most important developments in the wave of new portfolio techniques is enhanced active equity strategies of the 120-20 and 130-30 variety. Although these strategies have become increasingly popular in the search for alpha, they are not always well understood.

Bruce I. Jacobs discusses the following:
 • Do 120-20 strategies increase investors’ flexibility to underweight and overweight securities?
 • How do the strategies compare with market-neutral long–short strategies?
 • Are they significantly riskier than long-only strategies because they use short positions and leverage?

This is an archived recording of a live webinar that took place on 19 September 2007 and is based on the Financial Analysts Journal article "20 Myths about Enhanced Active 120-20 Strategies" (July/August 2007).

Please note that text may be difficult to read in this recording. The presentation slides are available for download in the video player.

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