Short Gross

topic on 1 show · 1 statements across 1 episodes

Capital Allocators

1 statements about Short Gross, every show

Liow: Mandating fixed short gross exposure drives short book underperformance
“I think another material source of short underperformance is if you have to run at a certain level of short gross, you will jam it.”
Yen Liow Apr 12, 2021 ▶ 37:52 Yen Liow - The Quest for the Right Tail at Aravt Global (Capital Allocators, EP.188)

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