Bachelor Thesis Portfolio Management

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Compare the results to the benchmark, i.e.m a combination of S&P 500 US corporates benchmark.

This thesis will be jointly supervised by our institute and an industry partner (Solactive).

Prioritizing research efforts is analogous to managing an investment portfolio.

In both cases, there are competing opportunities to invest limited resources, and expected returns, risk, correlations, and the cost of lost opportunities are important factors in determining the return of those investments.

This study aims to document whether a change in sovereign credit ratings of one country have affect on: -capital flows to that country -domestic credit growth -and house prices If you are interested, please contact Ahmet Ali Taskin. Access to Finance and Economic Activity The effect of credit on real economic outcomes is a central topic in banking and growth literature.

This study aims to shed more light on this relationship using local level data from Turkey.

In the first essay, we study the optimal portfolio allocation among convergence trades and mean reversion trading strategies for a risk averse investor who faces Value-at-Risk and collateral constraints with and without fear of model misspecification.

They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. This thesis revolves around applications of optimal portfolio theory.

Concern about model misspecification leads the investor to choose a robust optimal portfolio allocation that works well over that set of alternative models.

In the second essay, we study how portfolio theory can be used as a framework for making biomedical funding allocation decisions focusing on the National Institutes of Health (NIH).


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