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Author:

Lally, Katharine Gifford

Title:

Market Beta as a Measure of Risk in the Context of Outlier Events

Area of Honors:

Finance

Keywords:

Beta
Outliers
Risk
Investments
Portfolio Management

File:

Download Lally_Katharine_marketbetaasameasureofrisk.pdf

Thesis Supervisors:

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

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