Welcome to Minds @ UW

About This Item

Quantitative Approaches for the Student-Managed Investment Fund

Show full item record

File(s):

Author(s)
Bai, Qing; Bustle, Nicholas Francis; Lyu, Fangyu
Date
Feb 15, 2017
Subject(s)
Student managed investment fund; Smart beta strategies; Stock price indexes; Posters
Series
USGZE AS589;
Abstract
We examined the performance of a total of six quantitative strategies over three, five, and ten years horizons. We are presenting the two strategies with the best results. To begin, we first define what Student Managed Investment Fund and Smart Beta investment strategies are and why they are important. We hypothesized that it would be possible to implement Smart Beta strategies for our Student Managed Investment Fund for the purpose of gaining a better than market return on our investment and give students the opportunity to learn and invest outside of the academic field.
Description
Color poster with text, charts, and graphs.
Sponsor(s)
University of Wisconsin--Eau Claire Office of Research and Sponsored Programs
Permanent link
http://digital.library.wisc.edu/1793/75787 
Export
Export to RefWorks 

Part of

Show full item record



Advanced Search

Browse

Deposit materials

About MINDS@UW