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Diversification And Market Neutral Portfolios In S&P500, Alan S. Agnew
Diversification And Market Neutral Portfolios In S&P500, Alan S. Agnew
Williams Honors College, Honors Research Projects
Our goal is to investigate strategies to deal with the risks associated with holding asset in the stock market. We first deal with risk of holding a specific stock, by the use of diversification. Later, we’ll attempt to deal with the market risk, which is the risk of entire market going up and down. Data used in this project comes from daily adjusted closing price of stocks listed in the S&P500 index ranging from January 3rd, 2000 to December 31st, 2015 and the data is processed using statistical software R.
Sections 2 through 4 of this …