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To: Paul Senior who wrote (29925)4/25/2002 1:27:35 AM
From: LondoRead Replies (2) | Respond to of 118717
 
Hmm, in theory then, having a portfolio short on 10 billion dollar+ cap stocks, and long anything less should provide a higher gain.

This is weird, because if anybody agrees with my previous assertion (that anybody constructing a portfolio solely with stocks over 10 billion can't beat the market), and if one were to disagree with the above assertion, then you've more or less subscribed to efficient market theory.

Anyway, this is way off topic.