Delta Neutral Hedging

Schweser defines this as only Long the stock and Short a call. What about long stock + long a put? Or situations where the underlying position is short the stock? I will check the CFAI material tomorrow but in the meantime does anyone know if CFAI defines Delta Neutral Hedging as narrow as Scheser does?

Delta neutral hedging means the delta of portfolio (options and stock) should be zero. It doesn’t matter whether you have long put or short call for a long stock position.