Optimizing Financial Sector Portfolios: A Quantitative Analysis of S&P 500 Financial Companies

Dan Li

Co-Presenters: Individual Presentation

College: The Dorothy and George Hennings College of Science, Mathematics and Technology

Major: Mathematical Sciences

Faculty Research Mentor: Abootaleb Shirvani

Abstract:

This project represents a significant step in my academic journey, as it immerses me in the realm of optimizing portfolios within the financial sector. With a keen focus on analyzing the performance of financial companies within the renowned S&P 500 index, I am excited to construct and refine a portfolio of financial stocks to delve deeper into the intricacies of market dynamics, regulatory shifts, and economic conditions impacting the financial sector.Through the meticulous quantitative analysis of historical stock data and risk metrics, I am poised to gain invaluable insights that will help me craft robust portfolio management strategies tailored specifically to the multifaceted nature of the financial industry. My aim is to unravel the complex relationship between market forces and the performance of financial stocks, fostering a deeper comprehension of asset allocation and risk management practices within the financial services sector.This project not only offers me a practical opportunity to apply cutting-edge quantitative finance techniques in portfolio optimization but also serves as a gateway to enhancing my analytical skills in navigating the dynamic landscape of financial markets. Ultimately, I see this endeavor as a transformative experience, providing me with a comprehensive exploration of portfolio management principles within the ever-evolving domain of financial services, thereby equipping me with the knowledge and acumen necessary to devise successful investment strategies in the competitive financial sector.