Honors College Senior Thesis Presentations
Using Modern Portfolio Theory to Create Portfolios from the S&P500 Index
Academic Level at Time of Presentation
Senior
Major
Finance / Financial Planning
List all Project Mentors & Advisor(s)
Dr. Jess Osborne; Dr. David Durr
Presentation Format
Oral Presentation
Abstract/Description
In 1952, Harry Markowitz revolutionized the world of finance with his paper, "Portfolio Selection" In it he detailed the importance of diversification and outlined what become known as “modern portfolio theory”. This theory relies on two variables for every asset: risk and return.
This study created two model portfolios from the S&P500, a widely cited market index. One that maximized return and one that minimized risk. These portfolios were comprised of the assets within the index and shared many of the constraints that are placed on S&P500. An analysis of the findings was written and conclusions drawn.
Location
Waterfield Gallery
Start Date
17-11-2021 2:30 PM
End Date
17-11-2021 3:30 PM
Fall Scholars Week 2021 Event
Honors Senior Presentations
Using Modern Portfolio Theory to Create Portfolios from the S&P500 Index
Waterfield Gallery
In 1952, Harry Markowitz revolutionized the world of finance with his paper, "Portfolio Selection" In it he detailed the importance of diversification and outlined what become known as “modern portfolio theory”. This theory relies on two variables for every asset: risk and return.
This study created two model portfolios from the S&P500, a widely cited market index. One that maximized return and one that minimized risk. These portfolios were comprised of the assets within the index and shared many of the constraints that are placed on S&P500. An analysis of the findings was written and conclusions drawn.