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

Authors

Presenter(s)

Patrick James Burns, Alec W. Gizzie, Julia Catharine Reinker

Comments

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

Files

Description

We construct portfolio weighting models for the S&P 500 Health Care sector with consumer spending the "state" economic variable and revenue per share and gross operating profits per share the principal loading factors. 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

Recommended Citation

"Multifactor Portfolio Weighting Models for the Health Care Sector: An Empirical Analysis of Portfolio Returns, 2009-2021" (2022). Stander Symposium Projects. 2661.
https://ecommons.udayton.edu/stander_posters/2661