Presenter(s)

    Daniel Collins Montgomery, Paul Baraka Waweru

    Comments

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

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    Description

    Discretionary Sector with consumer spending the "state " economic variable and revenue per shareand gross operating profit per share the principal factor loadings. We test the hypothesis that our portfolio weighting models outperform the market over the period 2009-2021.

    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

    Multifactor Portfolio Weighting Models for the Consumer Discretionary Sector: An Empirical Analysis of Portfolio Returns, 2009-2021

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