The goal of this project is to assess and analyze the strategies and ultimately performances of different hedge funds over the past 20 years utilizing the CBOE Volatility Index (VIX). Since hedge funds are traditionally not regulated by the Securities and Exchange Commission (SEC), investing in hedge funds has always been deemed extremely risky. However, investors have also been drawn to invest in hedge funds exactly because of this factor, with a firm belief of "higher risk, higher returns". In this report, we look closely at the performances of different hedge fund styles/strategies (rather than that of any specific hedge funds) and pay special attention to how they performed during significant financial events.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Nguyen, Mai Ngoc

Publisher

• Worcester Polytechnic Institute

Identifier

• E-project-011617-085903

Keyword

• Financial services industry
• Economic Growth, Stability, and Development
• Risk management

Advisor

• Koutmos, Dimitrios

Year

• 2017

Date created

• 2017-01-16

Resource type

• Interactive Qualifying Project

Rights statement

• In Copyright

Last modified

• 2022-02-11