Portfolio optimisation with quantitative and qualitative views

 

Show simple item record

dc.contributor.advisor Maritz, Jaco en_ZA
dc.contributor.author Remsing, Razvan Alexandru en_ZA
dc.date.accessioned 2014-07-30T17:43:23Z
dc.date.available 2014-07-30T17:43:23Z
dc.date.issued 2005 en_ZA
dc.identifier.citation Remsing, R. 2005. Portfolio optimisation with quantitative and qualitative views. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/4356
dc.description Includes bibliographical references.
dc.description.abstract Portfolio construction with quantitative and qualitative forecasts is described through the exposition of two asset allocation models. The two models arc the Black-Litterman Asset Allocation moodel and the Qualitative Forecasts : Model developed by Herold Ulf. The models are developed theoretically and made intuitively accessible with real market data examples. Methodology is developed using the two models to transport alpha across benchmarks. en_ZA
dc.language.iso eng en_ZA
dc.subject.other Statistical Sciences en_ZA
dc.title Portfolio optimisation with quantitative and qualitative views en_ZA
dc.type Master Thesis
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Science en_ZA
dc.publisher.department Department of Statistical Sciences en_ZA
dc.type.qualificationlevel Masters
dc.type.qualificationname MSc en_ZA
uct.type.filetype Text
uct.type.filetype Image
dc.identifier.apacitation Remsing, R. A. (2005). <i>Portfolio optimisation with quantitative and qualitative views</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Statistical Sciences. Retrieved from http://hdl.handle.net/11427/4356 en_ZA
dc.identifier.chicagocitation Remsing, Razvan Alexandru. <i>"Portfolio optimisation with quantitative and qualitative views."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2005. http://hdl.handle.net/11427/4356 en_ZA
dc.identifier.vancouvercitation Remsing RA. Portfolio optimisation with quantitative and qualitative views. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2005 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4356 en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Remsing, Razvan Alexandru AB - Portfolio construction with quantitative and qualitative forecasts is described through the exposition of two asset allocation models. The two models arc the Black-Litterman Asset Allocation moodel and the Qualitative Forecasts : Model developed by Herold Ulf. The models are developed theoretically and made intuitively accessible with real market data examples. Methodology is developed using the two models to transport alpha across benchmarks. DA - 2005 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2005 T1 - Portfolio optimisation with quantitative and qualitative views TI - Portfolio optimisation with quantitative and qualitative views UR - http://hdl.handle.net/11427/4356 ER - en_ZA


Files in this item

This item appears in the following Collection(s)

Show simple item record