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130/30 Strategies Set to Gain Traction: Interest from hedge funds is on the rise, but jury is still out on actual results

Merrill also found that the majority of 130/30 assets are invested in quantitative large-cap U.S. equity, followed by fundamental approach. Quantitative managers back tested models and presented a better case to investors, whereas fundamental managers don't have that luxury. Now, as more fundam...

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Bibliographic Details
Published in:Investment management weekly 2008-02, p.1
Main Author: Papini, Jessica
Format: Article
Language:English
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Online Access:Get full text
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Summary:Merrill also found that the majority of 130/30 assets are invested in quantitative large-cap U.S. equity, followed by fundamental approach. Quantitative managers back tested models and presented a better case to investors, whereas fundamental managers don't have that luxury. Now, as more fundamental managers receive seed money and employ the strategy they are establishing a track record, and garnering interest, [John Haugh] noted.
ISSN:0896-8500