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1. MEAN-VARIANCE PORTFOLIO OPTIMIZATION: A GLOBAL EQUITY APPROACH FOR THE AMERICAN INVESTOR

open_access
Open Access
Author:
Baccash, Nicholas G.
Title:
MEAN-VARIANCE PORTFOLIO OPTIMIZATION: A GLOBAL EQUITY APPROACH FOR THE AMERICAN INVESTOR
Area of Honors:
Finance
Keywords:
Finance
Investing
Markowitz
Sharpe Ratio
International Equity
Emerging Markets
File:
Download Nick_Baccash_Thesis_Final_Copy.pdf
Thesis Supervisors:
Timothy T Simin, Thesis Supervisor
Timothy T Simin, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor

3. 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

4. Assessing the Viability of NBA Betting as a Financial Asset Class Using Predictive Modeling

open_access
Open Access
Author:
Scalise, Anthony
Title:
Assessing the Viability of NBA Betting as a Financial Asset Class Using Predictive Modeling
Area of Honors:
Finance
Keywords:
Investing
Gambling
Predictive Modeling
NBA
Betting
Sharpe Ratio
Behavioral
Technical
Fundamental
Asset Class
Portfolio
Market
Behavioral Finance
Stock Market
Bias
Liquidity
Noise
Inefficiencies
File:
Download ASSESSING_THE_VIABILITY_OF_NBA_BETTING_AS_A_FINANCIAL_ASSET_CLASS_USING_PREDICTIVE_MODELING_-_ANTHONY_SCALISE.pdf
Thesis Supervisors:
Christoph Hinkelmann, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor