Presenter(s)

    Hayden Gray, Andrew Kohnen

    Comments

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

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    Description

    In this study I run two types of portfolio return tests: (1) Determine if the returns for my revenue growth factor weighted portfolio are greater than an equal weight portfolio, 2009-2022. (2) Determine if the revenue growth factor weighted portfolio generates long term excess returns over the broad market index S&P 500 i.e. revenue growth is a priced-in risk factor. I use a buy and hold and an adjustable shares investment strategy to develop portfolio returns for the period 2009-2022.

    Publication Date

    4-19-2023

    Project Designation

    Independent Research

    Primary Advisor

    Jon Fulkerson, Robert Dean

    Primary Advisor's Department

    Economics and Finance

    Keywords

    Stander Symposium, School of Business Administration

    Institutional Learning Goals

    Scholarship

    A Portfolio Weighting Model for the Information Technology Sector with Firm Revenue Growth the Factor Weight: An Empirical Analysis of Portfolio Returns, 2009-2022

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