Some applications of quantitative techniques in the Asset Management Industry
dc.contributor.advisor | Bradfield, Dave | en_ZA |
dc.contributor.author | Swartz, Jason | en_ZA |
dc.date.accessioned | 2015-01-03T18:32:05Z | |
dc.date.available | 2015-01-03T18:32:05Z | |
dc.date.issued | 2002 | en_ZA |
dc.description | Includes bibliographical references. | en_ZA |
dc.description.abstract | 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. | en_ZA |
dc.identifier.apacitation | Swartz, J. (2002). <i>Some applications of quantitative techniques in the Asset Management Industry</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax. Retrieved from http://hdl.handle.net/11427/11227 | en_ZA |
dc.identifier.chicagocitation | Swartz, Jason. <i>"Some applications of quantitative techniques in the Asset Management Industry."</i> Thesis., University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2002. http://hdl.handle.net/11427/11227 | en_ZA |
dc.identifier.citation | Swartz, J. 2002. Some applications of quantitative techniques in the Asset Management Industry. University of Cape Town. | en_ZA |
dc.identifier.ris | TY - Thesis / Dissertation AU - Swartz, Jason AB - 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. DA - 2002 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2002 T1 - Some applications of quantitative techniques in the Asset Management Industry TI - Some applications of quantitative techniques in the Asset Management Industry UR - http://hdl.handle.net/11427/11227 ER - | en_ZA |
dc.identifier.uri | http://hdl.handle.net/11427/11227 | |
dc.identifier.vancouvercitation | Swartz J. Some applications of quantitative techniques in the Asset Management Industry. [Thesis]. University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2002 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/11227 | en_ZA |
dc.language.iso | eng | en_ZA |
dc.publisher.department | Department of Finance and Tax | en_ZA |
dc.publisher.faculty | Faculty of Commerce | en_ZA |
dc.publisher.institution | University of Cape Town | |
dc.subject.other | Finance | en_ZA |
dc.title | Some applications of quantitative techniques in the Asset Management Industry | en_ZA |
dc.type | Master Thesis | |
dc.type.qualificationlevel | Masters | |
dc.type.qualificationname | MBusSc | en_ZA |
uct.type.filetype | Text | |
uct.type.filetype | Image | |
uct.type.publication | Research | en_ZA |
uct.type.resource | Thesis | en_ZA |
Files
Original bundle
1 - 1 of 1
Loading...
- Name:
- thesis_com_2002_swartz_j.pdf
- Size:
- 39.47 MB
- Format:
- Adobe Portable Document Format
- Description: