Faculty Advisor

Zhu, Joe

Abstract

The objective of the project is financial analysis centered on finding a way to create a portfolio of exchange-traded index mutual funds that have the highest performance and at the same time the lowest standard deviation to attain the highest stability. This is so that the portfolio will earn the most money yet lose the least amount of money over time: the goal of the Markowitz Efficient Portfolio. Background on Mutual Funds and Markowitz Theory also provided.

Publisher

Worcester Polytechnic Institute

Date Accepted

January 2007

Major

Industrial Engineering

Project Type

Major Qualifying Project

Accessibility

Restricted-WPI community only

Advisor Department

Business

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