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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 Premium
Fama French
Fama-French
CAPM
Asset Pricing
Beta
Investments
Portfolio Management
Finance

File:

Download Dorian_Chris.pdf

Thesis Supervisors:

Timothy T Simin, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor

Author:

Kearns, Joseph Gilbert

Title:

Leveraging Excess Return: The Carry Trade and the Consumption-based Capital Asset Pricing Model

Area of Honors:

Economics

Keywords:

Exchange Rates
International Finance
Interest Rate Parity
Asset Pricing
Carry Trade

File:

Download Kearns_Joseph_leveragingexcessreturn.pdf

Thesis Supervisors:

Alessandro Dovis, Thesis Supervisor
Dr. Russell Paul Chuderewicz, Thesis Honors Advisor