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Team Project Investment

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i ECO 526 – Financial Economics Team Project Instructor: Paul Fowler Atkinson Term: Fall 2012

Project: Your team is a part of a large Hedge Fund. Your mission is to construct a virtual portfolio using the S&P as your core portfolio, and hedge your risk using options, futures and other derivatives using Stock Track http://www.stocktrak.com/ Objective: Portfolio optimization and hedging. Paper (One per group) 1) Your group paper should cover why you chose the capital markets assets that you did, and how you selected your investments. 2) External data and investment theory should be used, and cited. A minimum of ten citations should be rigorously documented. 3) The team should attempt to hedge your portfolio using “puts” or inverse ETFs. 4) Portfolio changes week to week should be detailed. 5) Your group paper should include an abstract, and introduction, details on portfolio sections, and related investment theory. 6) Paper is to be a minimum of ten written pages, plus extra pages for citations and support. 7) Minimum submittal standards are one inch margins, 12 point Times Roman font, and double spaced. 8) The content matters! The thought process and the explanation of the selection of your capital market assets are key. PowerPoint Based Group Presentation 1) A ten minute presentation to the class will be made. 2) PowerPoint will be used to show your peers your investing approach, and portfolio. 3) Presentation should focus on what you learned. 4) Share what

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