Extraordinary Value Partners, LLC

Kellogg School of Management Cases

ISSN: 2474-6568

Publication date: 20 January 2017

Abstract

Application of return-based style analysis to evaluate the performance of a long-short equities hedge fund. Use of mean-variance portfolio optimization for deciding how much to invest in the long-short fund.

Keywords

Citation

Jagannathan, R., Gao, P. and Green, E. (2017), "Extraordinary Value Partners, LLC", Kellogg School of Management Cases. https://doi.org/10.1108/case.kellogg.2016.000116

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Kellogg School of Management

Copyright © 2007, The Kellogg School of Management at Northwestern University

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