Long/Short investment strategies are implemented by Vanguard in the following funds:
- Vanguard Market Neutral Fund
- Vanguard Managed Payout Funds
S&P 500 130/30 strategy Index
- 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.
- Capocci, Daniel P.J., The Neutrality of Market Neutral Funds, (June 2005). Available at SSRN.
- Géhin, Walter, 130/30 Funds: What is Behind the Commercial Offensive?, (October 2007). Available at SSRN.
- Lo, Andrew W. and Patel, Pankaj N., 130/30: The New Long-Only, (December 11, 2007). Available at SSRN.
- Patton, Andrew J., Are 'Market Neutral' Hedge Funds Really Market Neutral?, (March 11, 2004). EFA 2004 Maastricht Meetings Paper No. 2691. Available at SSRN.