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The Journal of Wealth Management

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Primary Article

Equity Market-Neutral Hedge Funds

Edward Wright
The Journal of Wealth Management Summer 2002, 5 (1) 47-51; DOI: https://doi.org/10.3905/jwm.2002.320433
Edward Wright
Vice president of research at LJH Global Investments.
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Abstract

This exploration of equity market-neutral hedge fund strategies starts with a description of the mechanics of the strategy and then, observing that market-neutral strategies have not been particularly successful recently, investigates the key performance drivers. The author concludes that a focus on market volatility as the main driver of poor relative performance is misguided. Rather, a weakening of the traditional link between economic fundamentals and valuations is the main culprit. He therefore concludes that the time to add to equity market-neutral strategies must be when investors perceive that extremes of emotions have been addressed and a more predictable relationship between fundamental and market developments is reestablished.

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The Journal of Wealth Management
Vol. 5, Issue 1
Summer 2002
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Equity Market-Neutral Hedge Funds
Edward Wright
The Journal of Wealth Management Apr 2002, 5 (1) 47-51; DOI: 10.3905/jwm.2002.320433

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Equity Market-Neutral Hedge Funds
Edward Wright
The Journal of Wealth Management Apr 2002, 5 (1) 47-51; DOI: 10.3905/jwm.2002.320433
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