A multivariate analysis of shares listed on the Johannesburg Stock Exchange

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dc.contributor.advisorAffleck-Graves , J Fen_ZA
dc.contributor.authorVisser, Francescaen_ZA
dc.date.accessioned2016-02-15T07:07:53Z
dc.date.available2016-02-15T07:07:53Z
dc.date.issued1983en_ZA
dc.description.abstractThis thesis examines the usefulness of multivariate statistical techniques to portfolio theory by applying two different multivariate techniques to two separate classificatory problems concerning shares listed on the Johannesburg Stock Exchange. In Chapter 1 the two techniques and two classificatory problems are introduced and their context within the general structure of portfolio theory is explained. Chapter 2 gives a theoretical overview of the first technique used, namely Factor Analysis. Chapters 3 and 4 discuss the application of factor analytic techniques to shares listed on the Johannesburg Stock Exchange. Chapter 5 gives a theoretical overview of Multiple Discriminant Analysis, the second multivariate technique used. Chapter 6 represents a survey of previous applications of Multiple Discriminant Analysis in the field of Finance, while Chapters 7 and 8 discuss the application of this technique to shares listed on the Johannesburg Stock Exchange. Finally, Chapter 9 gives a brief summary of the main conclusions in this thesis.en_ZA
dc.identifier.apacitationVisser, F. (1983). <i>A multivariate analysis of shares listed on the Johannesburg Stock Exchange</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Statistical Sciences. Retrieved from http://hdl.handle.net/11427/17007en_ZA
dc.identifier.chicagocitationVisser, Francesca. <i>"A multivariate analysis of shares listed on the Johannesburg Stock Exchange."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 1983. http://hdl.handle.net/11427/17007en_ZA
dc.identifier.citationVisser, F. 1983. A multivariate analysis of shares listed on the Johannesburg Stock Exchange. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Visser, Francesca AB - This thesis examines the usefulness of multivariate statistical techniques to portfolio theory by applying two different multivariate techniques to two separate classificatory problems concerning shares listed on the Johannesburg Stock Exchange. In Chapter 1 the two techniques and two classificatory problems are introduced and their context within the general structure of portfolio theory is explained. Chapter 2 gives a theoretical overview of the first technique used, namely Factor Analysis. Chapters 3 and 4 discuss the application of factor analytic techniques to shares listed on the Johannesburg Stock Exchange. Chapter 5 gives a theoretical overview of Multiple Discriminant Analysis, the second multivariate technique used. Chapter 6 represents a survey of previous applications of Multiple Discriminant Analysis in the field of Finance, while Chapters 7 and 8 discuss the application of this technique to shares listed on the Johannesburg Stock Exchange. Finally, Chapter 9 gives a brief summary of the main conclusions in this thesis. DA - 1983 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 1983 T1 - A multivariate analysis of shares listed on the Johannesburg Stock Exchange TI - A multivariate analysis of shares listed on the Johannesburg Stock Exchange UR - http://hdl.handle.net/11427/17007 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/17007
dc.identifier.vancouvercitationVisser F. A multivariate analysis of shares listed on the Johannesburg Stock Exchange. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 1983 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/17007en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Statistical Sciencesen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherMathematical Statisticsen_ZA
dc.subject.otherOperations Researchen_ZA
dc.titleA multivariate analysis of shares listed on the Johannesburg Stock Exchangeen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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