By Greenblatt M.
We turn out an analogue for singular Radon transforms to the T (1) theoremof David and Journe.
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Extra resources for A T(1) theorem for singular Radon transforms
And another concern I might add is the availability of opportunities in a particular strategy; to the extent that this may limit the ability to diversify one’s portfolio, it can have a considerable impact on risk. Aren’t market neutral strategies best exploited only in certain situations or by investors with special information? Jacobs: I’ve heard it said that market neutral equity strategies only make sense if pricing inefﬁciencies are larger or more frequent for potential short positions (that is, among stocks that tend to be overpriced) than for potential long positions (stocks that tend to be underpriced).
Jacobs: Yes, but it would offer little advantage over a long-only portfolio that achieved neutrality via derivatives positions. 14 MARKET NEUTRAL STRATEGIES Wouldn’t it beneﬁt from the diversiﬁcation provided by a lessthan-one correlation between the returns on the long positions and the returns on the short positions? Levy: But the same beneﬁt can be achieved by adding to a long-only portfolio a less than perfectly correlated asset with similar risk and return. The unique advantages of market neutral long-short portfolios come only from an integrated optimization.
An investor might want to place a bet on the market’s direction by holding larger and/or higher-beta positions long than short if the market is expected to rise, or vice versa if the market is expected to decline, but the portfolio in that case is not market neutral. Buchan: It is also important to note that even a beta-neutral portfolio can retain residual exposures to certain market sectors. For example, long positions may overweight the technology sector, relative to the short positions, resulting in a portfolio that is exposed to systematic risk in this sector.