Enhancements to the Markowitz mean-variance optimisation process of asset allocation

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dc.contributor.advisorBradfield, Daveen_ZA
dc.contributor.authorMcLeod, Warrenen_ZA
dc.date.accessioned2014-11-16T20:03:20Z
dc.date.available2014-11-16T20:03:20Z
dc.date.issued1998en_ZA
dc.descriptionIncludes bibliographical references.en_ZA
dc.description.abstract[The focus of this thesis is on the practical application of portfolio selection. It is a field that receives much attention, no more so than after the world market crashes (i.e. October 1997) which highlighted the importance of risk management. Consequently there is a need to examine the current tools in current use to create our portfolios and to look at ways in which they could be improved. The Bayesians have certainly contributed in this area, and more noticeably in the 1990's. We shall examine their contributions quite extensively in this thesis.en_ZA
dc.identifier.apacitationMcLeod, W. (1998). <i>Enhancements to the Markowitz mean-variance optimisation process of asset allocation</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,Division of Actuarial Science. Retrieved from http://hdl.handle.net/11427/9687en_ZA
dc.identifier.chicagocitationMcLeod, Warren. <i>"Enhancements to the Markowitz mean-variance optimisation process of asset allocation."</i> Thesis., University of Cape Town ,Faculty of Commerce ,Division of Actuarial Science, 1998. http://hdl.handle.net/11427/9687en_ZA
dc.identifier.citationMcLeod, W. 1998. Enhancements to the Markowitz mean-variance optimisation process of asset allocation. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - McLeod, Warren AB - [The focus of this thesis is on the practical application of portfolio selection. It is a field that receives much attention, no more so than after the world market crashes (i.e. October 1997) which highlighted the importance of risk management. Consequently there is a need to examine the current tools in current use to create our portfolios and to look at ways in which they could be improved. The Bayesians have certainly contributed in this area, and more noticeably in the 1990's. We shall examine their contributions quite extensively in this thesis. DA - 1998 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 1998 T1 - Enhancements to the Markowitz mean-variance optimisation process of asset allocation TI - Enhancements to the Markowitz mean-variance optimisation process of asset allocation UR - http://hdl.handle.net/11427/9687 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/9687
dc.identifier.vancouvercitationMcLeod W. Enhancements to the Markowitz mean-variance optimisation process of asset allocation. [Thesis]. University of Cape Town ,Faculty of Commerce ,Division of Actuarial Science, 1998 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/9687en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDivision of Actuarial Scienceen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.titleEnhancements to the Markowitz mean-variance optimisation process of asset allocationen_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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