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Start Over Keyword Risk Keyword Sharpe Ratio Keyword Value at Risk Keyword Sortino Ratio Author Last Name Rowles

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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

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