Campus Only Senior Thesis
Bachelor of Arts
© 2013 Travis Tunnell
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 portfolio. I determined that Distressed Credit Fixed Income hedge funds are optimal during bull markets, with no strategy being optimal during bear markets.
Tunnell, Travis, "Portfolio Optimization Utilizing Hedge Fund Strategies in Different Market Conditions" (2013). CMC Senior Theses. 754.
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