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Results for: Thesis Supervisor Brian Spangler Davis Keyword Risk Keyword Value at Risk Keyword Portfolio Management Keyword Sharpe Ratio Area of Honors Finance Year 2018

1 entry found

1. 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 Management
Optimization
Portfolio Optimization
Sharpe Ratio
Sortino Ratio
Conditional Value at Risk
Value at Risk
Risk
Semivariance

File:

Open Updated_Thesis.pdf

Thesis Supervisors:

Christoph Hinkelmann, Thesis Supervisor
Brian Spangler Davis, Honors Advisor

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