Presenter(s)

    Cameron Grant Beachler, Hayden Lee Gray, Kevin McLeeson

    Comments

    Presentation: 9:00 a.m.-10:15 a.m., Kennedy Union Ballroom

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    Description

    We developed a portfolio weighting model for the information technology sector with consumer spending as the state economic variable and revenue per share as the principal factor loading using the top twenty stocks in the information technology sector as our portfolio. We test the hypothesis that our portfolio weighting model will outperform the market (S&P 500).

    Publication Date

    4-20-2022

    Project Designation

    Independent Research

    Primary Advisor

    Tony S. Caporale, Robert D. Dean

    Primary Advisor's Department

    Economics and Finance

    Keywords

    Stander Symposium project, School of Business Administration

    United Nations Sustainable Development Goals

    Quality Education

    A Factor-Mimicking Portfolio Weighting Model for the Information Technology Sector: An Empirical Analysis of Information Technology Portfolio Returns (2009-2021)

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