%0 Journal Article %A Françoise Charpin %A Dominique Lacaze %T Efficient Portfolios for Alternative Investments %D 2006 %R 10.3905/jai.2006.627847 %J The Journal of Alternative Investments %P 19-25 %V 8 %N 4 %X In this article, mean-variance optimization is used to construct efficient market-neutral portfolios as well as equity long/short portfolios. The methodology takes into account the specific aspects of these strategy constructions. Using a sample of stocks, the methodology is used to construct market-neutral and long-short portfolios and the performance of each is examined.TOPICS: Real assets/alternative investments/private equity, security analysis and valuation, portfolio construction, performance measurement %U https://jai.pm-research.com/content/iijaltinv/8/4/19.full.pdf