Faculty Advisor

Koutmos, Dimitrios

Abstract

Alternative investment vehicles, such as hedge funds, offer potentially high returns for investors willing to stomach the corresponding high-risks and opportunity costs. Additionally, depending on the fund’s methodology, some funds purport to offer limited market exposure in conjunction with their high return potential: they act as true “alternative” investments to the market. The objective of this paper is to analyze hedge funds to determine in what respects they are exposed to the market and systematic risk factors.

Publisher

Worcester Polytechnic Institute

Date Accepted

March 2017

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Business

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