1. Changes In Implied Correlation Through Time: Exchange Traded Funds and Their Underlying Assets Open Access Author: Sottile, Thomas Title: Changes In Implied Correlation Through Time: Exchange Traded Funds and Their Underlying Assets Area of Honors: Finance Keywords: FinanceImplied CorrelationImplied VolatilityOptionsCorrelation Trading File: Download Thomas_Sottile_Thesis_Final.pdf Thesis Supervisors: David Haushalter, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
2. Exploring the Changes in Asset Correlation Over Time Open Access Author: Himmel, Zachary Title: Exploring the Changes in Asset Correlation Over Time Area of Honors: Finance Keywords: FinanceCorrelationDiversificationPortfolio Optimization File: Download Zachary_Himmel_Final_Thesis_Draft_2022.pdf Thesis Supervisors: David Haushalter, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor