130/30 Investment Strategy

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130/30 Strategy

Contents 1 S&P 500 130/30 Strategy Index 2 Practicioner Papers 3 Academic Papers 4 How to Cite

S&P 500 130/30 Strategy Index

• Whitepaper:Introducing a Framework for 130/30 Indexation
• Factsheet:The S&P 500 130/30 Strategy Index
• Index Methodology

Practicioner Papers

• Philips, Christopher B., CFA, and Kinniry Jr.,Francis M., CFA, Removing the Long-Only Constraint:The Appeal and Challenges of Implementing 130/30 and Other Long-Short Strategies, Vanguard Investment Counseling & Research (2007)
• Philips, Christopher B., CFA, and Kinniry Jr.,Francis M., CFA, Market-Neutral Investing: Strategy Overview and Evaluation, Vanguard Investment Counseling & Research (2008)

Academic Papers

• Blitz, David, "130/30 Investing: Just Another Hype or Here to Stay?" (May 14, 2008). Available at SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1132940
• Capocci, Daniel P.J., "The Neutrality of Market Neutral Funds" (June 2005). Available at SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=517282
• Géhin, Walter, "130/30 Funds: What is Behind the Commercial Offensive?" (October 2007). Available at SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1032110
• Lo, Andrew W. and Patel, Pankaj N., "130/30: The New Long-Only" (December 11, 2007). Available at SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1074622
• Patton, Andrew J., "Are 'Market Neutral' Hedge Funds Really Market Neutral?" (March 11, 2004). EFA 2004 Maastricht Meetings Paper No. 2691. Available at SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=557096

How to Cite

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Please see [url=http://www.bogleheads.org/wiki/130/30_Investment_Strategy]130/30 Investment Strategy[/url] on the [url=http://www.bogleheads.org/wiki/Main_Page]Bogleheads Wiki[/url].

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Asset Classes
Cash	Money Markets • Certificate of Deposit
Bonds	Treasury Inflation Protected Securities • Municipal Bonds • I Savings Bonds • Mortgage Backed Securities • Corporate Bonds • Convertible Bonds • High Yield Bonds • Emerging Market Bonds
Stocks	Preferred stock
Real Estate	Real Estate Investment Trust • International REITs
Alternate Investments	Art • Commodities • Gold • Precious Metals Equity • Private Equity
Hedge Fund	Hedge Funds • 130/30 Investment Strategy