RT Journal Article SR Electronic T1 Who's Long? Market-Neutral versus Long/Short Equity JF The Journal of Alternative Investments FD Institutional Investor Journals SP 62 OP 69 DO 10.3905/jai.2002.319033 VO 4 IS 4 A1 Alexander M. Ineichen YR 2002 UL https://pm-research.com/content/4/4/62.abstract 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.