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A Dynamic Optimization Model Incorporating the VIX Index to Predict Future Returns

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Year

20101

School

Emory College1

Department

Economics1

Degree

BBA[remove]1

Submission Type

Honors Thesis1

Research Field

Economics, Finance1
Economics, Theory1

Committee

Burdette, Allison, Emory University1
Luger, Richard, Emory University1
Maddox, Frank L, Emory University1
Valerio III, Nicholas, Emory University1

Keyword

Asset1
Diversification[remove]1
Markowitz1
Model1
Mutual Fund1
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