Help Choosing Topic for an Undergraduate Dissertation

[volatilebobby]

Hey all,

I'm new here and was wondering if someone could help.

I am going to start my final undergraduate year in 3 months and I am studying a BSc Hons Mathematics and Statistics. I have been tasked with choosing a dissertation topic and would like to explore doing a financial mathematics topic.

I am interning this summer in a BB but in the more traditional banking division such as restructuring/financing/m&a. However, in the future I would love to move into asset management/ hedge funds. I would love to do something relavant to asset management/hedge funds.

Does anyone have any suggestions for topics that will be suitable for an undergraduate in financial maths? Something to do with equities... potentially portfolio analysis... anything that is relevent in todays markets? Also note it is something that is to be completed in approx 5 months and accounts for 1/6th of my grade.

I have studied stochastic modelling, financial maths, and all standard undergraduate mathematics courses.

Thank you so much I really appreciate it.

 

[Ken Abbott]

Equity buy-side firms use eigensystem decomposition of random equity portfolios in search of alpha. How has this worked pre- and post-crash?

 

[volatilebobby]

Equity buy-side firms use eigensystem decomposition of random equity portfolios in search of alpha. How has this worked pre- and post-crash?

Thank you for your suggestion Ken, would you know of any literature that would be relevent or any studies that are similar to help me get more of a understanding of how this works? Thank you.

Welcoming any other suggestions also

 

[Ken Abbott]

Thank you for your suggestion Ken, would you know of any literature that would be relevent or any studies that are similar to help me get more of a understanding of how this works? Thank you.

Welcoming any other suggestions also

google equity portfolios principle components