Long-short strategies allow portfolio managers to mitigate systematic exposures (country, sector, beta, size) much more effectively than long-only strategies because shorts are not constrained by index weights; managers can short out unwanted sector or country exposures rather than merely underweighting them.

causalpending

Speaker

Jacob Pizar

Evidence Quote

“long short strategies allow you to mitigate systematic exposures um much more effectively um with a long only strategy the underweights you con are limited by um your your your index underweights”

Source

Redefining Value Investing in a Magnificent Seven Dominated World | Jacob Pozharny— Excess Returns
Created: 8/11/2026, 7:46:05 AM

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