1. MEAN-VARIANCE PORTFOLIO OPTIMIZATION: A GLOBAL EQUITY APPROACH FOR THE AMERICAN INVESTOR Open Access Author: Baccash, Nicholas G. Title: MEAN-VARIANCE PORTFOLIO OPTIMIZATION: A GLOBAL EQUITY APPROACH FOR THE AMERICAN INVESTOR Area of Honors: Finance Keywords: FinanceInvestingMarkowitzSharpe RatioInternational EquityEmerging Markets File: Download Nick_Baccash_Thesis_Final_Copy.pdf Thesis Supervisors: Timothy T Simin, Thesis SupervisorTimothy T Simin, Thesis SupervisorJames Alan Miles, Thesis Honors Advisor
2. Examining the Relationship Between Liquidity and Tracking Error in Exchange-traded Funds Open Access Author: Cannon, Jeffrey Daniel Title: Examining the Relationship Between Liquidity and Tracking Error in Exchange-traded Funds Area of Honors: Finance Keywords: FinanceExchange-Traded FundsTracking ErrorLiquidity File: Download CannonJeffrey.pdf Thesis Supervisors: Timothy T Simin, Thesis SupervisorJames Alan Miles, Thesis Honors Advisor
3. A Discussion of the Secondary Patent Market: How Bulk Patent Purchases and Sales Affect Stock Prices Open Access Author: Ingber, Jacob Lee Title: A Discussion of the Secondary Patent Market: How Bulk Patent Purchases and Sales Affect Stock Prices Area of Honors: Finance Keywords: PatentsEvent StudyEquitiesFinance File: Download Ingber_Jacob_SecondaryPatentMarket.pdf Thesis Supervisors: Chris Muscarella, Thesis SupervisorJames Alan Miles, Thesis Honors Advisor
4. The Equity Premium Puzzle and Its Relationship to Economic Indicators Open Access Author: Anderko, William Victor Title: The Equity Premium Puzzle and Its Relationship to Economic Indicators Area of Honors: Finance Keywords: Equity PremiumEquity Premium PuzzleFinancial MarketStock MarketFinance File: Download Anderko_William_TheEquityPremiumPuzzle.pdf Thesis Supervisors: Timothy T Simin, Thesis SupervisorJames Alan Miles, Thesis Honors Advisor
5. The Producer's Dilemma: Strategizing for Film Producers Using Decision Tree Analysis Open Access Author: Arakelian, Niki Nubar Title: The Producer's Dilemma: Strategizing for Film Producers Using Decision Tree Analysis Area of Honors: Finance Keywords: FinanceFilmFilm FinanceProducer's DilemmaFilm ProducerBox Office PerformanceDecision Tree AnalysisFilm Industry File: Download Arakelian_Niki_The_Producers_Dilemma.pdf Thesis Supervisors: James Alan Miles, Thesis SupervisorJames Alan Miles, Thesis Honors AdvisorProfessor Christoph Hinkelmann, Thesis Supervisor
6. Implications of GCF-based Derivatives Hedging For Bank Risk Management Open Access Author: Fakelmann, Nicholas Robert Title: Implications of GCF-based Derivatives Hedging For Bank Risk Management Area of Honors: Finance Keywords: HedgingInterest RatesCapital MarketsFinance File: Download 1-Fakelmann_Thesis_Final.pdf Thesis Supervisors: Louis Gattis Jr., Thesis SupervisorJames Alan Miles, Thesis Honors AdvisorHeber Farnsworth, Faculty Reader
7. Event Study Analysis of Corporate Social Responsibility Actions and Firm Stock Return Open Access Author: Foreman, Nikolai Michael Title: Event Study Analysis of Corporate Social Responsibility Actions and Firm Stock Return Area of Honors: Finance Keywords: Corporate Social ResponsibilityCSRStock ReturnStock PriceValuationFinance File: Download Foreman_Nikolai_EventStudyAnalysisofCSRActionsandFirmStockReturn.pdf Thesis Supervisors: Chris Muscarella, Thesis SupervisorJames Alan Miles, Thesis Honors Advisor
8. An Analysis of Natural Gas Commodity Analyst Forecasting and Natural Gas Market Prices Open Access Author: Mittal, Rishi Kumar Title: An Analysis of Natural Gas Commodity Analyst Forecasting and Natural Gas Market Prices Area of Honors: Finance Keywords: FinanceCommodityForecastingNatural GasTrading StrategyRanking File: Download Mittal_Rishi_ananalysisofnaturalgascommodityanalystforecastingandnaturalgasmarketprices.pdf Thesis Supervisors: Dr. George David Haushalter, Thesis SupervisorJames Alan Miles, Thesis Honors Advisor
9. Pricing Methods for American Put Options Open Access Author: Valdivia, Lauren N Title: Pricing Methods for American Put Options Area of Honors: Interdisciplinary in Finance and Mathematics Keywords: FinanceOptionsAmerican Put OptionsBinomial Pricing ModelFinite Difference MethodsMonte Carlo Simulations File: Download LValdivia_Thesis.pdf Thesis Supervisors: Leonid N Vaserstein, Thesis SupervisorDr. Victoria V Sadovskaya, Thesis Honors AdvisorJames Alan Miles, Thesis Honors Advisor
10. Examining the Impact of the Market Risk Premium Bias on the CAPM and the Fama French Model Open Access Author: Dorian, Chris Paul Title: Examining the Impact of the Market Risk Premium Bias on the CAPM and the Fama French Model Area of Honors: Finance Keywords: Risk PremiumFama FrenchFama-FrenchCAPMAsset PricingBetaInvestmentsPortfolio ManagementFinance File: Download Dorian_Chris.pdf Thesis Supervisors: Timothy T Simin, Thesis SupervisorJames Alan Miles, Thesis Honors Advisor