Some applications of quantitative techniques in the Asset Management Industry

dc.contributor.advisorBradfield, Daveen_ZA
dc.contributor.authorSwartz, Jasonen_ZA
dc.date.accessioned2015-01-03T18:32:05Z
dc.date.available2015-01-03T18:32:05Z
dc.date.issued2002en_ZA
dc.descriptionIncludes bibliographical references.en_ZA
dc.description.abstractThe 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.apacitationSwartz, 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/11427/11227en_ZA
dc.identifier.chicagocitationSwartz, 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/11427/11227en_ZA
dc.identifier.citationSwartz, 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.urihttp://hdl.handle.net/11427/11227
dc.identifier.vancouvercitationSwartz 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/11427/11227en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Finance and Taxen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherFinanceen_ZA
dc.titleSome applications of quantitative techniques in the Asset Management Industryen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMBusScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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