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Full-Text Articles in Business
Hedge Fund Performance With The Treynor-Black Model, Gurkamal S. Pannu
Hedge Fund Performance With The Treynor-Black Model, Gurkamal S. Pannu
Honors Theses
This paper seeks to analyze the information ratio differences between long/short hedge funds over the past two decades using the Treynor-Black model. The Treynor-Black model is a method to derive an optimal portfolio allocation across safe and risky assets, based off of expected alphas of active investments and the unsystematic volatility that can be attributed to each given security. We first developed and implemented a model to forecast information ratios on a database of long/short hedge funds. With the predicted information ratios, we calculated out-of-sample allocation weights from a Treynor-Black active portfolio model. These weights were then tested in a …
The Expanding Role Of Analytics In Operations, Lauren E. Luechtefeld
The Expanding Role Of Analytics In Operations, Lauren E. Luechtefeld
Honors Theses
In the competitive business world today, every company must keep up with technological advances and, therefore, incorporate data analytics into their operations. Data analytics are a vital aspect of every department in every company. When these analytics are operationalized, or the analytics are automated and applied to the operational side, companies can increase productivity, efficiencies, and customer satisfaction. Through my thesis, I establish how utilization of operational analytics can provide a competitive advantage for a company. I walk through the history of analytics, the different platforms involved in making an analytics process operational, as well as the decisions involved. Along …
Analysis Of The Evolutaion Of Scope Management And Needs Identification In Agile Methodologies, Nolan B. Scott
Analysis Of The Evolutaion Of Scope Management And Needs Identification In Agile Methodologies, Nolan B. Scott
Honors Theses
Identifying stakeholders, identifying metrics, and analyzing specific aspects of agile development. This has led to a variety of questions around scope management such as "How do scope changes impact the velocity throughout the course of a project?", "What factors help determine the overall viability of adopting different scope measures?", and "What are the roles of project owners and managers in facilitating scope changes in project cycles?" This research encompasses a review of previous literature, an analysis of structured project progression, and semi-structured interviews in order to investigate the evolution of scope management and needs identification in agile methodologies.
A Case Study On Inventory Costing Methods, Natalie Hunton
A Case Study On Inventory Costing Methods, Natalie Hunton
Honors Theses
Firms use costing methods to determine the price of a product and to analyze the efficiency of resource consumption. These methods often comply with the external financial reporting rules set forth by the U.S. Generally Accepted Accounting Principles (GAAP), which require all manufacturing costs, including overhead, to be assigned to goods in inventory for costing purposes. However, firms can internally use alternative costing methods that do not comply with GAAP. The purpose of this case study is to understand and evaluate the costing method currently employed by a company in the Dayton, OH area1, and identify the most beneficial costing …
Sustainable Portfolios To Maximize Alpha, Douglas Stephen Carey
Sustainable Portfolios To Maximize Alpha, Douglas Stephen Carey
Honors Theses
There has been a new movement for investment funds to align with investor morals. They are known as Environmental, Social, and Governance (ESG) funds, and have become a strong focus for asset management firms. Currently these funds have a negative stigma because most investors believe that due to added constraints on these portfolios, they will not be able to outperform non-sustainable portfolios. This is why the sustainable investment portfolios will be created. The portfolios undergo two focuses. The first portfolio employs a negative screening, which means that the portfolio will exclude specific industries that are deemed unsustainable. The other portfolio …
Mothers As Career Leaders: Do Maternity Leave Laws Make A Difference?, Briar Rose Smith
Mothers As Career Leaders: Do Maternity Leave Laws Make A Difference?, Briar Rose Smith
Honors Theses
On a national level, the Family and Medical Leave Act (FMLA) of 1993 is the only law that provides certain qualifying individuals with 12 weeks of unpaid, job protected maternity leave, although some states and private firms have implemented forms of paid maternity leave. Previous research indicates that female employees, regardless of their parental status, receive fewer promotions due to information asymmetry after the FMLA (Thomas 2015). In addition, some research finds that particular industries are more family friendly due to access to flexible work schedules for mothers (Goldin 2014). This thesis expands on both findings using data from the …
Accounting For Change: Assessing Top-Line Implications Of New Revenue Recognition Principles, Kevin M. Wargo
Accounting For Change: Assessing Top-Line Implications Of New Revenue Recognition Principles, Kevin M. Wargo
Honors Theses
The impending implementation of new FASB guidance regarding the practice of revenue recognition will presumably alter the periodic presentation of top-line business performance. In anticipation of these impacts, this study seeks to isolate contractual business relationships within the automotive supply chain industry in order to illuminate certain changes and make financial statement users aware that corresponding adjustments may have to be made to their perception of revenue results. By outlining the differences between new and historical U.S. GAAP, and applying the anticipated quantitative effects of such shifts within a propositional study, I seek to produce conclusions that investors and analysts …
E-Commerce’S Impact On Big-Box Retailers, Brian Bates
E-Commerce’S Impact On Big-Box Retailers, Brian Bates
Honors Theses
The history of retail has been an evolutionary process of new innovations and transformations. Previous changes include: the development of catalogue based retail, and the recent innovation of super stores, known as big-box retailers. It is possible that we are dawning upon a new revolution of the retail environment as electronic commerce (e-commerce) continues to grow. This paper will analyze the impact of e-commerce on retail markets, specifically big-box stores (warehouse style retailers with over 750 million in sales). Using financial and real estate data from BloombergTM, and e-commerce data from eMarketerTM and the US Census Bureau two …
Job Design: A Human Approach Through Catholic Social Teaching And Job Design Theories, Thomas Decastra
Job Design: A Human Approach Through Catholic Social Teaching And Job Design Theories, Thomas Decastra
Honors Theses
“Job Design: A Human Approach through Catholic Social Teaching and Job Design Theories” is a thesis that looks at the stories of job design theories and catholic social teaching in the last 150 years. Both stories are told and analyzed independently. The story of job design theories begins with Fredrick Taylor, moves to applied psychology, and finishes with contemporary practices that include lean production. The story of Catholic Social Teaching starts with Pope Leo XIII’s Rerum Novarum, includes one document from Second Vatican Council, and three other papal encyclicals ending with Pope Benedict XVI’s Caritas in Veritate. Then …