Talk:130/30 Investment Strategy

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Barry, I don't believe Vanguard's Market Neutral Fund uses a 130/30 strategy. The Market Neutral Fund maintains nearly equal long and short positions. A 130/30 strategy involves an approximate net 100% long exposure to the market.

The situation is a bit less clear for the Managed Payout Funds. One of their possible investments is a private "absolute return fund," yet to be created. I suppose this fund could use a 130/30 strategy with respect to a portion of its assets, but nothing in the Managed Payout Funds' prospectus suggests this eventuality. - Ken Schwartz 11:31, 16 June 2008 (EDT)

Defunct links

  • Clarke, Roger, de Silva, Harindra, Sapra, Steven G. and Thorley, Steven, "Long/Short Extensions: How Much is Enough?" (September 2007). Available at SSRN: http://ssrn.com/abstract=100137
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