PublicationDoes Relaxing the Long-Only Constraint Increase Downside Risk?DoesRelaxingtheLong-OnlyConstraintIncreaseDownsideRisk?Mar 27, 200715 minsShareMailLinkedInTwitterCopy URLRead MoreShareExamines the impact of short sales on a portfolio's downside risk. Finds that the impact on the skewness of a portfolio's alpha distribution is limited. Read More