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Exploring the Implications of Hedge Funds in the Market
Robinson, Campbell
Robinson, Campbell
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Date
2015
Additional date(s)
2015-05-01
Abstract
The purpose of this study is to investigate the behavior of hedge funds in the global financial market during both bear and bull markets since 2000. Specifically, I analyzed hedge fund returns and measured correlation coefficients during the bear markets of 2000-2002 and 2008-2009, and the bull markets of 2003-2007 and 2009-2014. I used the Hedge Fund Research Database to collect hedge fund data for specific strategies and used the S&P 500 Index and the MSCI World Index as a proxy for the domestic and global market, respectively. The results indicate that hedge fund behavior has shifted over the last 15 years, and a focus on specific hedge fund strategy has become increasingly important to investors.
Contents
Subject
Hedge Fund
Hedge Funds
Hedge Funds
Subject(s)
Research Projects
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Description
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Department
Finance