PT  - JOURNAL ARTICLE
AU  - Alexander M. Ineichen
TI  - Who's Long? Market-Neutral versus Long/Short Equity
AID  - 10.3905/jai.2002.319033
DP  - 2002 Mar 31
TA  - The Journal of Alternative Investments
PG  - 62--69
VI  - 4
IP  - 4
4099  - https://pm-research.com/content/4/4/62.short
4100  - https://pm-research.com/content/4/4/62.full
AB  - Proper classification of various hedge fund strategies has been a difficult exercise. Market-neutral and long/short equity are two styles which often overlap either in statistical tests or in the minds of managers and investors. In this article the similarities and the differences between the two strategies are discussed.