"Extension" strategies, which relax the shorting constraint on long-only equity managers, have languished for more than a decade following a brief moment in the sun in the run-up to the global ...

Bond market volatility has persisted, with the U.S. Treasury 10-Year yield swinging between 3.6% and 5% over the past year and a half, making duration-extension strategies highly uncertain. Treasury ...

This time things will be different for systematic extension strategies, argues Acadian Asset Management. Also known as 130/30 strategies, systematic extension strategies involve investing in a basket ...