PT - JOURNAL ARTICLE AU - Françoise Charpin AU - Dominique Lacaze TI - Efficient Portfolios for Alternative Investments AID - 10.3905/jai.2006.627847 DP - 2006 Mar 31 TA - The Journal of Alternative Investments PG - 19--25 VI - 8 IP - 4 4099 - https://pm-research.com/content/8/4/19.short 4100 - https://pm-research.com/content/8/4/19.full AB - 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