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.

• This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.

Creator

• Au, Guenyin Justin

Publisher

• Worcester Polytechnic Institute

Identifier

• 07D059M

Advisor

• Zhu, Joe

Year

• 2007

Sponsor

• Gregoriou,Gregory

Date created

• 2007-01-01

Resource type

• Major Qualifying Project

Major

• Industrial Engineering

Rights statement

• In Copyright