TY - JOUR T1 - Benchmarking 130/30 Strategies JF - Special Issues SP - 158 LP - 161 VL - 2008 IS - 1 AU - Srikant Dash AU - Philip Murphy Y1 - 2008/06/20 UR - https://pm-research.com/content/2008/1/158.abstract N2 - The proliferation of 130/30 products has raised interesting questions in terms of how they should be benchmarked. The use of leveraged long and short positions renders them different, at least at first blush, to traditional long-only products. This article explores various benchmarking options for such strategies and evaluates them against a set of principles for a good benchmark. Based upon our evaluation, we suggest that while 130/30 strategies may be structurally different from long-only managers, traditional long-only market benchmarks are still appropriate for these strategies. ER -