Browsing by Author "Swartz, Jason"

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    Some applications of quantitative techniques in the Asset Management Industry
    (2002) Swartz, Jason; Bradfield, Dave
    The aim of this thesis is to provide the reader with some practical applications of quantitative techniques in the area of portfolio management. The theme of the thesis is on the use of basic quantitative applications, with an emphasis on issues pertaining to optimisation, benchmarking and risk management. Most of the contributions and analysis performed in this thesis has been borne out of actual applications in the financial market industry - thus the style of the thesis reflects an application level relevant to practitioners, and is not esoteric.