1. Market Beta as a Measure of Risk in the Context of Outlier Events Open Access Author: Lally, Katharine Gifford Title: Market Beta as a Measure of Risk in the Context of Outlier Events Area of Honors: Finance Keywords: BetaOutliersRiskInvestmentsPortfolio Management File: Download Lally_Katharine_marketbetaasameasureofrisk.pdf Thesis Supervisors: Timothy T Simin, Thesis SupervisorJames Alan Miles, Thesis Honors Advisor
2. An Analysis of Linear Portfolio Optimization Theoretic on Empirical Data Open Access Author: Rowles, Benjamin Austin Title: An Analysis of Linear Portfolio Optimization Theoretic on Empirical Data Area of Honors: Finance Keywords: Portfolio ManagementOptimizationPortfolio OptimizationSharpe RatioSortino RatioConditional Value at RiskValue at RiskRiskSemivariance File: Download Updated_Thesis.pdf Thesis Supervisors: Professor Christoph Hinkelmann, Thesis SupervisorDr. Brian Spangler Davis, Thesis Honors Advisor