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Author:

Barone, Nicholas

Title:

ASSET CLASS MEAN REVERSION AND THE IMPLICATIONS ON LONG TERM INVESTING

Area of Honors:

Finance

Keywords:

investing
random walk
mean reversion
equities

File:

Download Nicholas_Barone_Thesis.pdf

Thesis Supervisors:

James Alan Miles, Thesis Supervisor
James Alan Miles, Thesis Supervisor
Louis Gattis Jr., Faculty Reader
James Alan Miles, Thesis Honors Advisor

Author:

Bader, David Andrew

Title:

Traditional-style vs. Roth-style 401k Plans: Calculating the Optimal Savings Rate for Consumption-smoothing

Area of Honors:

Finance

Keywords:

finance
retirement
savings
401k
consumption-smoothing

File:

Download FINAL_Version_of_Thesis_Submission.pdf

Thesis Supervisors:

James Alan Miles, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor
Louis Gattis Jr., Faculty Reader

Author:

Aarons, Ross Hanson

Title:

Implied Probability of Default and the European Sovereign Debt Crisis

Area of Honors:

Finance

Keywords:

Probability of Default
Europe
Debt Crisis
Reduced Form Model
Greece
Ireland
Portugal
Italy
Spain
France
Belgium

File:

Download Aarons_Ross_ImpliedProbabilityofDefault.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
James Alan Miles, Thesis Honors Advisor
Professor Christoph Hinkelmann, Faculty Reader

Author:

Fong, Hortense

Title:

Black Swans, Broccoli, and Barbells

Area of Honors:

Finance

Keywords:

Asset allocation
Fractal
Black swan
Barbell Trading Strategy

File:

Download Thesis_Final.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
James Alan Miles, Thesis Honors Advisor

Author:

Fakelmann, Nicholas Robert

Title:

Implications of GCF-based Derivatives Hedging For Bank Risk Management

Area of Honors:

Finance

Keywords:

Hedging
Interest Rates
Capital Markets
Finance

File:

Download 1-Fakelmann_Thesis_Final.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
James Alan Miles, Thesis Honors Advisor
Heber Farnsworth, Faculty Reader

Author:

Begley, William Francis

Title:

Mortgage Financing and the Personal Portfolio

Area of Honors:

Finance

Keywords:

Portfolio Optimization
Mortgage
Housing

File:

Download Begley_WIlliam_mortgagefinancingandthepersonalportfolio.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
James Alan Miles, Thesis Honors Advisor

Author:

Altus, Ryan B

Title:

Iceland's Financial Collapse: A Global Credit Bust

Area of Honors:

Finance

Keywords:

Iceland
banks
US housing bubble
leverage
Glitnir
Kaupthing
Landsbanki
financial collapse
financial crisis of 2008

File:

Download Honors_Thesis_Draft_-_Formatted.pdf

Thesis Supervisors:

James Alan Miles, Thesis Supervisor
James Alan Miles, Thesis Honors Advisor
Louis Gattis Jr., Faculty Reader