Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices

 

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dc.contributor.advisor Wilcox, Diane en_ZA
dc.contributor.advisor Gebbie, T en_ZA
dc.contributor.author Matoti, Lundi en_ZA
dc.date.accessioned 2014-07-31T08:08:57Z
dc.date.available 2014-07-31T08:08:57Z
dc.date.issued 2009 en_ZA
dc.identifier.citation Matoti, L. 2009. Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/4909
dc.description.abstract Includes bibliographical references (leaves 73-75). en_ZA
dc.language.iso eng en_ZA
dc.subject.other Mathematics of Finance en_ZA
dc.title Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices 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 Mathematics and Applied Mathematics en_ZA
dc.type.qualificationlevel Masters
dc.type.qualificationname MSc en_ZA
uct.type.filetype Text
uct.type.filetype Image
dc.identifier.apacitation Matoti, L. (2009). <i>Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics. Retrieved from http://hdl.handle.net/11427/4909 en_ZA
dc.identifier.chicagocitation Matoti, Lundi. <i>"Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2009. http://hdl.handle.net/11427/4909 en_ZA
dc.identifier.vancouvercitation Matoti L. Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Mathematics and Applied Mathematics, 2009 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4909 en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Matoti, Lundi AB - Includes bibliographical references (leaves 73-75). DA - 2009 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2009 T1 - Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices TI - Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices UR - http://hdl.handle.net/11427/4909 ER - en_ZA


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