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A Combinatorial Method To Producing Portfolios

Koeut, Samuel
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Koeut, Samuel
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Abstract
There is a lack of research on portfolios and combinatorial methods in finance. In this paper, we outline a new method for producing long-term portfolios of stock using a combinatorial approach. A retrospective data analysis shows that this method produces protable long-term portfolios.
Title
A Combinatorial Method To Producing Portfolios
Date
2016-12-01
Subject
combinatoric
graph theory
Material type
Collections
Honors Theses
Mathematics Honors Theses
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Koeut_Samuel.pdf
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http://hdl.handle.net/20.500.13013/611
Abstract
There is a lack of research on portfolios and combinatorial methods in finance. In this paper, we outline a new method for producing long-term portfolios of stock using a combinatorial approach. A retrospective data analysis shows that this method produces protable long-term portfolios.
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Advisor
Belock, Julie
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Course
Department
Mathematics
Degree
Bachelor of Science (BS)
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