Senior Theses Supervised

	Undergraduate List
2009
David Laslett	A Statistical Approach to Verbal Autopsies: Methods to Enhance Performance and Accuracy
Chiao Megan	Determinants of stock market returns in emerging markets.
Laurissa Yee.	An analysis of CDS index pricing.
Shriya Raghavan	Comovements of high-yield bonds and equity of firms under varying market conditions.
Collin Daniel McCarthy	Greed in Corporate America.
Stanley Liu	Is big more beautiful in venture capital financing?
2008
Nan Yin	Forcasting volatility: Option Implied Volatility vs. Historic High-Frequency and Low-Frequency Volatility
Michael B. Casewell	Covariate Selection for Intensity-Based Credit Risk Models.
2007
James S. Tate	The game behind the game: An analysis of baseball player evaluation models.
2006
Evan Coopersmith	Asymmetric objectives & Inefficient Markets: A Non-Parametric Predictor for Baseball Games and the Evaluation of Betting Lines.
Darius Crator	Towards an American Model: The Impact of Venture Capital Investment Characteristics on Performance: A Comparative Study of the United States, United Kingdom and Canada.
Caroline W. Holst	Evaluating the Hedge Fund Hype: Is There a Truer Performance Profile of Hedge Funds?
Mark C. Price	Modern Examination of Investor Sentiment Theory behind the Closed-End Fund Discount.
2005
Elisa Cheung	Credit spread dynamics and Macro-economy: An empirical investigation.
Cyrena Chih	An analysis of the Practical Application of Parimutuel Pricing Systems on the Foreign Exchange Market.
Christopher Kirk	A method to March madness: Logistic regression and the NCAA tournament.
Rodrigo J. Montoya	Stochastic modeling of the PCS Loss Index: A sensitivity analysis and its implications for catastrophe bond pricing models.
Jenny Tsai	Migration and Institutionalized exclusion in Shanghai.
2004
Cathy Shu	An epidemiological study on the growing problem of obesity in China.
Edward Tsui	Evaluation and improvement of technical trading rules on the foreign exchange market.