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A Few Experiments in Portfolio Management

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datacite.rightsrestricted
dc.contributor.advisorCheridito, Patrick
dc.contributor.authorFox, Charles
dc.date.accessioned2013-07-15T13:21:52Z
dc.date.accessioned2026-09-30T00:03:41Z
dc.date.available2013-07-15T13:21:52Z
dc.date.available2026-09-30T00:03:41Z
dc.date.created2013-06
dc.date.issued2013-07-15
dc.description.abstractThis thesis covers a few topics in portfolio management. It is broken up into two parts. In the first part, an investor has the opportunity to buy stock in his/her company of employment at a discount. A few models are created to demonstrate the risks and benefits associated with this type of opportunity. The second part explores the importance of accounting for the uncertainty of the true parameters used in the optimization process. In practice, the true distribution of returns is unknown and accounting for this uncertainty can result in signi cant changes in portfolio composition. Within this part, a new method of portfolio construction is described and tested.en_US
dc.format.extent82 pagesen_US
dc.identifier.urihttp://arks.princeton.edu/ark:/88435/dsp018623hx83w
dc.identifier.urihttps://theses-dissertations.princeton.edu/handle/88435/dsp018623hx83w
dc.language.isoen_USen_US
dc.rights.accessRightsWalk-in Access. This thesis can only be viewed on computer terminals at the <a href=http://mudd.princeton.edu>Mudd Manuscript Library</a>.
dc.titleA Few Experiments in Portfolio Managementen_US
dc.typePrinceton University Senior Theses
dspace.entity.typePublication
pu.date.classyear2013en_US
pu.departmentOperations Research and Financial Engineeringen_US
pu.mudd.walkinyes
pu.pdf.coverpageSeniorThesisCoverPage

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