Portfolio Optimization Utilizing Hedge Fund Strategies in Different Market Conditions
The Hedge fund industry has grown significantly over the past 20 years, and is considered by many to be a part of the optimal portfolio. Using a Market Model, l created the optimal Markowitz portfolio over different business cycles to determine which hedge fund strategies are a part of the optimal p...
| Main Author: | |
|---|---|
| Format: | Others |
| Published: |
Scholarship @ Claremont
2013
|
| Subjects: | |
| Online Access: | http://scholarship.claremont.edu/cmc_theses/754 http://scholarship.claremont.edu/cgi/viewcontent.cgi?article=1806&context=cmc_theses |