Patrick James Burns, Alec W. Gizzie, Julia Catharine Reinker
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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.
Tony S. Caporale, Robert D. Dean
Primary Advisor's Department
Economics and Finance
Stander Symposium project, School of Business Administration
United Nations Sustainable Development Goals
"Multifactor Portfolio Weighting Models for the Health Care Sector: An Empirical Analysis of Portfolio Returns, 2009-2021" (2022). Stander Symposium Projects. 2661.