Portfolio Asset Allocation:Based on Historical Returns
Executive Summary: The executive summary is about what you find, not what you do. Use dates such as “Monthly returns are collected from Jan 1, 1985 through Dec 31, 1993.” Rather than “using 5 years of data”. Write in the present tense, we find, I create, I do, not in the past tense as in I found, I did, we used…
Word Count 112.
The executive summary can be no more than 200 words. Points will be removed if the summary is over 200 words.
1.0 Introduction:
The allocation of assets in a portfolio will significantly impact the risk return relationship of the portfolio’s performance. In this project a portfolio of 10 randomly selected stocks is formed to ….. The introduction should cover the outline of the project, the goals of the project, and the methods used I the project. Do not plagiarize from this example or from other students. Don't use plagiarised sources.Get your custom essay just from $11/page
2.0 Data and Sample:
2.1 Data
The analysis is based on five years of monthly stock returns which include dividends. … Give a brief description of the data, why it is selected, and what the properties of the data are.
2.2 Sample Stocks
In addition, when indicated in the project guide, give a brief, one or two sentence description of each investment used in the portfolio. An example equity description is E I du Pont de Nemours and Company, ticker symbol DD, is a chemical company that produces industrial chemicals. These products are used in a number of industries including agriculture, automotive, and business and construction, among many others.
3.0 Results:
3.1 Sharpe Optimal Portfolio
This section of the analysis reports and explains the results obtained from the project. Results should be neatly tabled with table headers and legends. Examples are shown in the associated videos. Results tables and graphs should be integrated with the report. This section should be subdivided by each results topic.
3.2 Minimum Variance Portfolio
4.0 Conclusion: A summary of your results and recommendations. No more than one page in length.
Appendix: The appendix will include your analysis tables printed to fit on a single page. You data is NOT to be included in this section. Only the analysis tables for the portfolios and the out-of-sample evaluation. The appendix will not be page numbered. Any table that is in the formal report should not be repeated in the appendix. Tables in the formal report must be professionally presented. Tables in the appendix should not be formally formatted and should appear as they do in the Excel file.
A printed copy of the report must be turned in on the appropriate due date. The excel file must be uploaded to the Blackboard website. The upload is timed and not late files can be submitted.