PT  - JOURNAL ARTICLE
AU  - Ric Thomas
TI  - The Alpha and Beta of 130/30 Strategies
AID  - 10.3905/joi.2007.698957
DP  - 2007 Nov 30
TA  - The Journal of Investing
PG  - 25--32
VI  - 16
IP  - 4
4099  - https://pm-research.com/content/16/4/25.short
4100  - https://pm-research.com/content/16/4/25.full
AB  - This article builds on prior research showing that the interest in 130/30 funds is warranted for those who believe in active management. It focuses on the two key features of a 130/30 fund in detail: the increase in portfolio efficiency and the stability of the portfolio's market exposure. The article illustrates the benefits of the 130/30 funds over the traditional structure of long-only active management.TOPICS: Mutual funds/passive investing/indexing, portfolio construction, equity portfolio management