Add to ORKGThe Information Technology Sector has experienced very uneven price performance since the 2008 recession. Slower growth globally as well as in the United States clearly has contributed to this uneven performance. In this study I examine whether or not a different portfolio weighting scheme based on more volatile market price dynamics provides a better mean - variance efficient performance for XLK. Using a concentrated portfolio of 10 XLK mid to large cap stocks, I developed portfolio weightings for each stock based upon their upside/downside price capture ratios. I then test the following hypotheses; 1.) The 10 XLK stocks, weighted by upside/downside capture ratios outperform the market 2010 - 2015. 2.) The 10 XLK stock capture ratio weight...
The purpose of this study is to determine which S&P 500 sectors outperform in four types of markets....
In highly volatile market periods, many investors tend to reduce their risk by purchasing higher qua...
Schiller’s Cyclically Adjusted Price/Earnings Ratio (CAPE) has been used by financial economists to ...
Because of the slow growth globally as well as in the United States after the 2008 recession, the fi...
The materials sector performance has had a challenging time over the last few years. A slow down in ...
Since the recession in 2008, the stock market has experienced periods of extreme volatility, with ma...
Recent interest by investment managers in Portfolio Weighting Strategies other than market capitaliz...
The Capital Asset Pricing Model (CAPM) indicates that individual stocks are systematically influence...
We developed a portfolio weighting model for the information technology sector with consumer spendin...
A central proposition in finance theory is that investors are risk averse and attempt to minimize th...
Smart beta models are essentially factor weighting models with a focus on fundamental based stock we...
The two major approaches to weighting market indexes are price weighting (DOW) and market cap weight...
This study is part of a series of studies in the Davis Center for Portfolio Management focused on po...
In highly volatile market periods, many investors tend to reduce their risk by purchasing large cap,...
In this study we develop concentrated portfolios of ten and twenty stocks for theS&P 500 Financial S...
The purpose of this study is to determine which S&P 500 sectors outperform in four types of markets....
In highly volatile market periods, many investors tend to reduce their risk by purchasing higher qua...
Schiller’s Cyclically Adjusted Price/Earnings Ratio (CAPE) has been used by financial economists to ...
Because of the slow growth globally as well as in the United States after the 2008 recession, the fi...
The materials sector performance has had a challenging time over the last few years. A slow down in ...
Since the recession in 2008, the stock market has experienced periods of extreme volatility, with ma...
Recent interest by investment managers in Portfolio Weighting Strategies other than market capitaliz...
The Capital Asset Pricing Model (CAPM) indicates that individual stocks are systematically influence...
We developed a portfolio weighting model for the information technology sector with consumer spendin...
A central proposition in finance theory is that investors are risk averse and attempt to minimize th...
Smart beta models are essentially factor weighting models with a focus on fundamental based stock we...
The two major approaches to weighting market indexes are price weighting (DOW) and market cap weight...
This study is part of a series of studies in the Davis Center for Portfolio Management focused on po...
In highly volatile market periods, many investors tend to reduce their risk by purchasing large cap,...
In this study we develop concentrated portfolios of ten and twenty stocks for theS&P 500 Financial S...
The purpose of this study is to determine which S&P 500 sectors outperform in four types of markets....
In highly volatile market periods, many investors tend to reduce their risk by purchasing higher qua...
Schiller’s Cyclically Adjusted Price/Earnings Ratio (CAPE) has been used by financial economists to ...