Classifying ETF Portfolio Performance
Finance & Banking
Project Type:
Data Science/Business Analytics
Project Sponsor:
Multinational Financial Services Company
Students adapted studies of Collateralized Loan Obligations (CLO's), a type of asset-backed security, to a study of Exchange Traded Funds (ETF's). This allowed for a comparison of the performances of different investors managing portfolios of CLO's. Segmentation of portfolio managers across investment styles gave analysts a broader understanding of these markets.
Keywords: Loans, Banking, Finance, Portfolios, Markets, Funds, Investing
Spring 2021
Faculty Lead
Christopher Policastro
Industry Assistant Professor