20 Myths about Enhanced Active 120-20 Strategies

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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

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Summary

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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