Boston File: An Empirical Analysis of 130/30 Strategies
•Previous analytical evidence
•Mechanics of 130/30 portfolios
•Empirical performance of 130/30’s
•Performance attribution
•Preliminary performance of actual 130/30 portfolios
Quantitative Work Alliance for Applied Finance, Education and Wisdom
•Previous analytical evidence
•Mechanics of 130/30 portfolios
•Empirical performance of 130/30’s
•Performance attribution
•Preliminary performance of actual 130/30 portfolios