RT Journal Article SR Electronic T1 Efficient Portfolios for Alternative Investments JF The Journal of Alternative Investments FD Institutional Investor Journals SP 19 OP 25 DO 10.3905/jai.2006.627847 VO 8 IS 4 A1 Françoise Charpin A1 Dominique Lacaze YR 2006 UL https://pm-research.com/content/8/4/19.abstract 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