An assessment of the style and performance of South African institutional fund managers

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dc.contributor.advisorVan Rensburg, Paulen_ZA
dc.contributor.authorMoore, Daviden_ZA
dc.date.accessioned2015-02-03T18:38:04Z
dc.date.available2015-02-03T18:38:04Z
dc.date.issued2013en_ZA
dc.descriptionIncludes bibliographical references.en_ZA
dc.description.abstractThis paper aims to expand on the growing area of fund style classification and benchmarking research in developed markets by extending such analyses to the South African context. ... A differentiating feature of this study is both the style indices used and the sample of fund manager return data in the South African context. The style indices used were sourced from A-DEX, which unlike those used in Scher and Muller (2005) comprise a greater sample of JSE listed companies and are fully tradable. Furthermore, the data sample compiled by RisCura Solutions (Pty) Ltd and contains returns from a total of sixty South African institutional fund managers. ... The current study analyses one of the largest samples of institutional manager return data in the South African context.en_ZA
dc.identifier.apacitationMoore, D. (2013). <i>An assessment of the style and performance of South African institutional fund managers</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax. Retrieved from http://hdl.handle.net/11427/12362en_ZA
dc.identifier.chicagocitationMoore, David. <i>"An assessment of the style and performance of South African institutional fund managers."</i> Thesis., University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2013. http://hdl.handle.net/11427/12362en_ZA
dc.identifier.citationMoore, D. 2013. An assessment of the style and performance of South African institutional fund managers. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Moore, David AB - This paper aims to expand on the growing area of fund style classification and benchmarking research in developed markets by extending such analyses to the South African context. ... A differentiating feature of this study is both the style indices used and the sample of fund manager return data in the South African context. The style indices used were sourced from A-DEX, which unlike those used in Scher and Muller (2005) comprise a greater sample of JSE listed companies and are fully tradable. Furthermore, the data sample compiled by RisCura Solutions (Pty) Ltd and contains returns from a total of sixty South African institutional fund managers. ... The current study analyses one of the largest samples of institutional manager return data in the South African context. DA - 2013 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2013 T1 - An assessment of the style and performance of South African institutional fund managers TI - An assessment of the style and performance of South African institutional fund managers UR - http://hdl.handle.net/11427/12362 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/12362
dc.identifier.vancouvercitationMoore D. An assessment of the style and performance of South African institutional fund managers. [Thesis]. University of Cape Town ,Faculty of Commerce ,Department of Finance and Tax, 2013 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/12362en_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.otherFinancial Managementen_ZA
dc.titleAn assessment of the style and performance of South African institutional fund managersen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMComen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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