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1. An Analysis of Linear Portfolio Optimization Theoretic on Empirical Data

open_access
Open Access
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

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