Portfolio Optimization: A Modeling Perspective

Title: Portfolio Optimization: A Modeling Perspective
Author: Camarie Campfield
Faculty Sponsor: Matthew Nabity; Gavin Keulks
Date: 6/1/2015
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. 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.
Type: Text; Honors Thesis
Department: Honors Program
Language: eng
Rights: Western Oregon University Library has determined, as of 06/01/2023, this item is in copyright, which is held by the author. Users may use the item in accordance with copyright limitations and exceptions, including fair use. For other uses, please ask permission from the author.; http://rightsstatements.org/vocab/InC/1.0/
Identifier: honors_theses/31