Presenter(s)

    Eric T. Flanigan, Allison I. Michel

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    Description

    This Research Project extends the work of Eric Flanigan on Stock Selection and Attribution Analysis for the UD Flyer Fund. Flanigan used Bloomberg’s Propagation Analysis model to generate alternate stock selections for the Flyer Fund based on certain assumptions about the US macroeconomy. He assumed that oil prices would fall, interest rates would fall, and market volatility would fall with the continued steady growth for the US Economy. I build on his research by rebalancing his alternate portfolios of stocks at the end of each quarter. I also extended the analysis to include the first two months of 2015, which reflect rising volatility in the stock market due to geopolitical risks. Finally, I breakdown the attribution and stock selection analysis by S&P 500 Sector.

    Publication Date

    4-9-2015

    Project Designation

    Independent Research

    Primary Advisor

    Trevor C. Collier

    Primary Advisor's Department

    Economics and Finance

    Keywords

    Stander Symposium project

    Disciplines

    Arts and Humanities | Business | Education | Engineering | Life Sciences | Medicine and Health Sciences | Physical Sciences and Mathematics | Social and Behavioral Sciences

    Sector Allocation and Stock Selection for the Flyer Fund: A Study In Propagation and Attribution Analysis for the Year 2014: Part 2

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