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Author:

Denis, Aurelie

Title:

The Investment Triangle: An Analysis of How Portfolio Turnover Affects Risk and Fund Performance

Area of Honors:

Finance

Keywords:

Finance
Investment
Portfolio Turnover
Risk
Performance
Standard Deviation
Mutual Fund

File:

Download Thesis.pdf

Thesis Supervisors:

Professor Christoph Hinkelmann, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Rowles, Benjamin Austin

Title:

An Analysis of Linear Portfolio Optimization Theoretic on Empirical Data

Area of Honors:

Finance

Keywords:

Portfolio Management
Optimization
Portfolio Optimization
Sharpe Ratio
Sortino Ratio
Conditional Value at Risk
Value at Risk
Risk
Semivariance

File:

Download Updated_Thesis.pdf

Thesis Supervisors:

Professor Christoph Hinkelmann, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor