New perspectives in the modelling of alpha

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dc.contributor.advisorPolakow, Danielen_ZA
dc.contributor.authorFlint, Emlyn Jamesen_ZA
dc.date.accessioned2015-01-15T08:58:47Z
dc.date.available2015-01-15T08:58:47Z
dc.date.issued2012en_ZA
dc.descriptionIncludes abstract.en_ZA
dc.descriptionIncludes bibliorahical references.en_ZA
dc.description.abstractThis dissertation presents an eclectic mix around a central theme of alpha, or value-add. It comprises four essays that are concerned with various theoretical and empirical aspects of alpha. The primary objective is to provide new perspectives in the major areas of modelling alpha; namely, performance measurement, opportunity forecasting and tradability.en_ZA
dc.identifier.apacitationFlint, E. J. (2012). <i>New perspectives in the modelling of alpha</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,Division of Actuarial Science. Retrieved from http://hdl.handle.net/11427/12196en_ZA
dc.identifier.chicagocitationFlint, Emlyn James. <i>"New perspectives in the modelling of alpha."</i> Thesis., University of Cape Town ,Faculty of Commerce ,Division of Actuarial Science, 2012. http://hdl.handle.net/11427/12196en_ZA
dc.identifier.citationFlint, E. 2012. New perspectives in the modelling of alpha. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Flint, Emlyn James AB - This dissertation presents an eclectic mix around a central theme of alpha, or value-add. It comprises four essays that are concerned with various theoretical and empirical aspects of alpha. The primary objective is to provide new perspectives in the major areas of modelling alpha; namely, performance measurement, opportunity forecasting and tradability. DA - 2012 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2012 T1 - New perspectives in the modelling of alpha TI - New perspectives in the modelling of alpha UR - http://hdl.handle.net/11427/12196 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/12196
dc.identifier.vancouvercitationFlint EJ. New perspectives in the modelling of alpha. [Thesis]. University of Cape Town ,Faculty of Commerce ,Division of Actuarial Science, 2012 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/12196en_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.subject.otherActuarial Scienceen_ZA
dc.titleNew perspectives in the modelling of alphaen_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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