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Filtering by: Keyword Markowitz Remove constraint Keyword: Markowitz Keyword Model Remove constraint Keyword: Model

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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 / Specialty

Economics1

Degree

BBA1

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

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Asset1
Diversification1
Markowitz[remove]1
Model[remove]1
Mutual Fund1
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