Factor Models and Portfolio Management

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Faculty Mentor/s:

Prof. Patrick Zoro, Finance

 

Student names: 

Chang Wang

Haiwen Su

Michael Bukhalo

 

Project Description:

Factor models are widely used in the industry that look to diversify portfolios but they are correct in that the traditional Fama French factors are not as popular. Useful for the job market, as focus will be on optimizing a portfolio with set constraints to limit exposures to certain factors (this is extremely popular). The team will work toward publishing their research findings.

 

Month/Year Project Began:
May 2022