Presenter(s)
Hayden Gray, Andrew Kohnen
Files
Download Project (74 KB)
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
Recommended Citation
"A Portfolio Weighting Model for the Information Technology Sector with Firm Revenue Growth the Factor Weight: An Empirical Analysis of Portfolio Returns, 2009-2022" (2023). Stander Symposium Projects. 2847.
https://ecommons.udayton.edu/stander_posters/2847
![A Portfolio Weighting Model for the Information Technology Sector with Firm Revenue Growth the Factor Weight: An Empirical Analysis of Portfolio Returns, 2009-2022](https://ecommons.udayton.edu/stander_posters/3848/thumbnail.jpg)
Comments
Presentation: 9:00-10:15 a.m., Kennedy Union Ballroom