130/30 Funds the Evolution of Active Equity Investing

Simple item page
dc.contributor.authorWeigand, Robert A.
dc.contributor.authorWeber, Florian
dc.contributor.authorKrusen, Charlesen_US
dc.dateMarch 2008en_US
dc.date.accessioned2018-11-02T14:38:37Z
dc.date.available2018-11-02T14:38:37Z
dc.date.issued2008-03-1
dc.description.abstractWe analyze the confluence of factors contributing to the momentum in the 130/30 space, including the product's strong theoretical underpinnings and appropriateness for investors' objectives in the 21st century. We discuss quantitative and fundamental approaches to 130/30s and present evidence on product performance and fees, which will also influence the pace of adoption of active extension strategies. Aggregate performance data indicates that 130/30s have outperformed long-only portfolios by 300-350 basis points per year over the past 3-5 years. Based on these factors, we predict that 130/30s will continue evolving as key component of investors' equity allocation, and that investors are on their way to becoming as comfortable with 130/30 funds as they are with other approaches to active investing.en_US
dc.description.sponsorshipKaw Valley Banken_US
dc.format.mediumPDFen_US
dc.identifier.otherSchool of Business Working Paper Series; No. 100en_US
dc.identifier.urihttps://hdl.handle.net/10425/314
dc.language.isoen_USen_US
dc.publisherWashburn University. School of Businessen_US
dc.subject130/30 fundsen_US
dc.subjectActive portfolio extentionsen_US
dc.subjectFinancial risk managementen_US
dc.subjectInformation ratioen_US
dc.subjectPortfolio managementen_US
dc.subjectRisk managementen_US
dc.title130/30 Funds the Evolution of Active Equity Investingen_US
dc.typeWorking paperen_US
washburn.identifier.cdm27en_US
washburn.identifier.oclc304341910en_US
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
28.pdf
Size:
1.39 MB
Format:
Adobe Portable Document Format
Download
Collections
Kaw Valley Bank Working Paper Series
Faculty Papers