The team aimed to identify the models that generated the highest market returns depending on the market state and established the following recommendations:
Stable Market: Sharpe Base
Sharp Market Decline: Sortino Base
Market Recovery: HMM SortinoMVO
Project Sponsors
Principal Asset Management
Team members
Akshay
Dean
Justin
Socka
Vera
Poster
/sites/accountancy.smu.edu.sg/files/student-projects/2025-08/G1%20-%20Principal%20Asset%20Management%20I.pdf
Academic Year
