Long/short equity

Long/short equity is an investment strategy^[1] generally associated with hedge funds. It involves buying equities that are expected to increase in value and selling short equities that are expected to decrease in value. This is different from the risk reversal strategies where investors will simultaneously buy a call option and sell a put option to simulate being long in a stock.

^ Jacobs, Bruce I.; Levy, Kenneth N.; Starer, David (1999), "Long-Short Portfolio Management. An Integrated Approach" (PDF), The Journal of Portfolio Management (Winter 1999): 23–26, doi:10.3905/jpm.1999.319730, S2CID 154010531

[1] Jacobs, Bruce I.; Levy, Kenneth N.; Starer, David (1999), "Long-Short Portfolio Management. An Integrated Approach" (PDF), The Journal of Portfolio Management (Winter 1999): 23–26, doi:10.3905/jpm.1999.319730, S2CID 154010531

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