Long/short investment strategies

Introduction
130/30 Strategy

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://ssrn.com/abstract=1132940
 * Capocci, Daniel P.J., "The Neutrality of Market Neutral Funds" (June 2005). Available at SSRN: http://ssrn.com/abstract=517282
 * 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
 * Géhin, Walter, "130/30 Funds: What is Behind the Commercial Offensive?" (October 2007). Available at SSRN: http://ssrn.com/abstract=1032110
 * Lo, Andrew W. and Patel, Pankaj N., "130/30: The New Long-Only" (December 11, 2007). Available at SSRN: http://ssrn.com/abstract=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://ssrn.com/abstract=557096

Links

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