Long/short investment strategies

130/30 Strategy

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