Honors College Senior Thesis Presentations

Title

Using Modern Portfolio Theory to Create Portfolios from the S&P500 Index

Presenter Information

Dylan RhoadsFollow

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

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Nov 17th, 2:30 PM Nov 17th, 3:30 PM

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.