Title

Portfolio Optimization: A Modeling Perspective

Date

5-28-2015 8:30 AM

End Time

28-5-2015 8:45 AM

Location

Math & Nursing Building (MNB) 104

Department

Mathematics

Session Chair

Cheryl Beaver

Session Title

Mathematics Senior Project Presentations

Faculty Sponsor(s)

Matthew Nabity

Presentation Type

Presentation

Abstract

Investing is critical in the business world and is an avenue to make profit for many. Making the decisions of what to invest in involves intricate mathematics in order to reduce risk. We investigate portfolio optimization, which is a branch of economic and financial modeling that typically has the goal of maximizing an investment’s expected return. We explore a linear programming approach to a decision model for a first time investor. We then compare our results to the expectation and compute different outcomes based on adjusting our models used for calculating rates of return and failure rates in order to best capture reality.

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May 28th, 8:30 AM May 28th, 8:45 AM

Portfolio Optimization: A Modeling Perspective

Math & Nursing Building (MNB) 104

Investing is critical in the business world and is an avenue to make profit for many. Making the decisions of what to invest in involves intricate mathematics in order to reduce risk. We investigate portfolio optimization, which is a branch of economic and financial modeling that typically has the goal of maximizing an investment’s expected return. We explore a linear programming approach to a decision model for a first time investor. We then compare our results to the expectation and compute different outcomes based on adjusting our models used for calculating rates of return and failure rates in order to best capture reality.