Presenter(s)

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

    Comments

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

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    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

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

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