On Back‐Testing “Zero‐Investment” Strategies
- 1 April 2000
- journal article
- Published by University of Chicago Press in The Journal of Business
- Vol. 73 (2) , 255-278
- https://doi.org/10.1086/209642
Abstract
“Zero‐investment” strategies typically involve forming a long portfolio in one set of securities and a short portfolio in another, with the two identified by th...Keywords
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