Vassar College Digital Library

Vassar Scholarship

Vassar Scholarship, the institutional repository formerly known as Digital Window, reflects the research and scholarly output of the Vassar College community.  It provides access to a variety of collections, including senior theses and projects across a wide range of disciplines.

Limited arbitrage, segmentation, and investor heterogeneity: Why the law of one price so often fails

Publication Date
2003-August-28
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Department or Program
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Abstract

There are numerous examples of assets with identical payout streams being priced differently. These violations of the law of one price result from two factors. First, investors have heterogeneous asset valuations so that if two groups of investors trade in...

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Recording COVID-19: "Escape" an Autobiographical Graphic Novel on Pandemic Experiences

Publication Date
2021-January-01
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Authors
Department or Program
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Access Level
Abstract

This senior project includes a project statement and an autobiographical graphic novel that documents the author's personal experience during the pandemic. The purpose of this project is to reflect on the continuing situation of the coronavirus pandemic. Specifically, it hopes...

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The crypt

Publication Date
2016-January-01
Document Type
Authors
Department or Program
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Access Level
Abstract

A crypt is a haunted underground burial chamber where in the secret, something very important is kept (mostly dead bodies and "their" treasures). Certainly no <em>one </em>comes out of the crypt once they have entered. But precisely what secret is...

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The portfolio allocation effects of investor sentiment about the ability of managers to beat the market

Publication Date
2003-February-03
Document Type
Department or Program
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Abstract

I present a model that can transform discounts on closed-end mutual funds into a measure of investor sentiment about the ability of fund managers to beat the market. This measure of sentiment varies positively with capital flows into actively managed...

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Water the Roots: The Fluidity of Blackness and Time

Publication Date
2021-January-01
Document Type
Authors
Department or Program
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Abstract

This project is a meditation on Blackness, life, death, loss, and spirituality. Although this thesis was executed in hopes of fulfilling an academic requirement, each frame provides insight into my experiences as a low-income Black and Native Hawaiian woman living...

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