1. Market Beta as a Measure of Risk in the Context of Outlier Events Open Access Author: Lally, Katharine Gifford Title: Market Beta as a Measure of Risk in the Context of Outlier Events Area of Honors: Finance Keywords: BetaOutliersRiskInvestmentsPortfolio Management File: Download Lally_Katharine_marketbetaasameasureofrisk.pdf Thesis Supervisors: Timothy T Simin, Thesis SupervisorJames Alan Miles, Thesis Honors Advisor
2. Examining the Impact of the Market Risk Premium Bias on the CAPM and the Fama French Model Open Access 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 PremiumFama FrenchFama-FrenchCAPMAsset PricingBetaInvestmentsPortfolio ManagementFinance File: Download Dorian_Chris.pdf Thesis Supervisors: Timothy T Simin, Thesis SupervisorJames Alan Miles, Thesis Honors Advisor
3. Minimum Variance Frontier Spanning Test Open Access Author: Park, Tony Title: Minimum Variance Frontier Spanning Test Area of Honors: Finance Keywords: Minimum Variance FrontierMarkowitz Portfolio TheoryModern Portfolio TheoryDiversificationPortfolio Management File: Download FINAL_THESIS_T.P..pdf Thesis Supervisors: Jingzhi Huang, Thesis SupervisorDr. Brian Spangler Davis, Thesis Honors AdvisorDr. Brian Spangler Davis, Faculty Reader
4. 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 ManagementOptimizationPortfolio OptimizationSharpe RatioSortino RatioConditional Value at RiskValue at RiskRiskSemivariance File: Download Updated_Thesis.pdf Thesis Supervisors: Professor Christoph Hinkelmann, Thesis SupervisorDr. Brian Spangler Davis, Thesis Honors Advisor
