Date of Award
Undergraduate Honors Thesis/Project
Honors Program Director
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. Our results are compared to our expectation and different outcomes are computed based on adjusting our models used for calculating rates of return and failure rates in order to best capture reality. We then explore how changing our constraint of confidence in our investment affects the distribution of the model.
Campfield, Camarie, "Portfolio Optimization: A Modeling Perspective" (2015). Honors Senior Theses/Projects. 31.