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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

Author:

Lucente, Alec Vincent

Title:

The Equity Performance of Companies that Emerge from Chapter 11 Bankruptcy Post Year 2000

Area of Honors:

Finance

Keywords:

bankruptcy
chapter 11
stock performance

File:

Download my_thesis_alucente.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor
Dr. Joseph Randall Woolridge, Faculty Reader

Author:

Auerbach, Alayna Petty

Title:

U.s. Corporate Inversions and Analysis of Earnings Stripping

Area of Honors:

Finance

Keywords:

inversions
earnings stripping
corporate tax inversion
finance
tax
tax avoidance
tax strategy
effective tax rates

File:

Download thesis_final.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Spencer, Daniel J

Title:

reverse mortgages and alternatives: turning your home into a liquid asset

Area of Honors:

Finance

Keywords:

Reverse mortgage
Home Equity
HELOC
Forward mortgage

File:

Download DS_THesis__1_.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Deebel, Kathryn Elizabeth

Title:

Globalization's Impact on the Effectiveness of Diversificaiton

Area of Honors:

Finance

Keywords:

Globalization
Diversification
Correlations
index
Investor

File:

Download _Deebel_Kathryn_GlobalizationsImpactOnTheEffectivnessOfDiversification.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Binder, Christian N

Title:

A TEST OF THE PREDICTIVE POWER OF VOLATILITY FORECASTING MODELS

Area of Honors:

Finance

Keywords:

Finance
Volatility Forecasting
Econometrics
Statistics
Volatility
Time Series Analysis
GARCH
Forecasting
Implied Volatility

File:

Download Binder_Chris_Thesis_VolatilityForecasting.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Cheng, Caleb

Title:

Performance of Property and Casualty Insurance Through United States Recession

Area of Honors:

Finance

Keywords:

Insurance
Recession
Property and Casualty Insurance

File:

Download Honors_Thesis_-_Performance_of_Property_and_Casualty_Insurance_through_US_Recession.FV.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor
Edward Eugene Babcock Jr., Faculty Reader

Author:

Hamsher, Ian Reynolds

Title:

THE OPTIMAL CONVERSION OF A TRADITIONAL IRA TO A ROTH IRA ACCOUNTING FOR THE EFFECTS OF A TAX TORPEDO

Area of Honors:

Finance

Keywords:

Roth
IRA
Finance
Economics
Retirement

File:

Download Hamsher_Ian_RothIRA.pdfDownload Hamsher_Ian_RothIRA_Model.xlsm

Thesis Supervisors:

Dr. Brian Spangler Davis, Thesis Supervisor
Louis Gattis Jr., Faculty Reader
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Haw, Samantha

Title:

Liquidity and Market Efficiency: The Case of Bitcoin Derivatives

Area of Honors:

Economics

Keywords:

Bitcoin
Derivatives
options
futures
liquidity
market efficiency

File:

Download Haw_Final_Thesis.pdf

Thesis Supervisors:

Louis Gattis Jr., Thesis Supervisor
James R. Tybout, Thesis Honors Advisor