Portfolio optimisation with quantitative and qualitative views

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dc.contributor.advisorMaritz, Jacoen_ZA
dc.contributor.authorRemsing, Razvan Alexandruen_ZA
dc.date.accessioned2014-07-30T17:43:23Z
dc.date.available2014-07-30T17:43:23Z
dc.date.issued2005en_ZA
dc.descriptionIncludes bibliographical references.
dc.description.abstractPortfolio construction with quantitative and qualitative forecasts is described through the exposition of two asset allocation models. The two models arc the Black-Litterman Asset Allocation moodel and the Qualitative Forecasts : Model developed by Herold Ulf. The models are developed theoretically and made intuitively accessible with real market data examples. Methodology is developed using the two models to transport alpha across benchmarks.en_ZA
dc.identifier.apacitationRemsing, R. A. (2005). <i>Portfolio optimisation with quantitative and qualitative views</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Statistical Sciences. Retrieved from http://hdl.handle.net/11427/4356en_ZA
dc.identifier.chicagocitationRemsing, Razvan Alexandru. <i>"Portfolio optimisation with quantitative and qualitative views."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2005. http://hdl.handle.net/11427/4356en_ZA
dc.identifier.citationRemsing, R. 2005. Portfolio optimisation with quantitative and qualitative views. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Remsing, Razvan Alexandru AB - Portfolio construction with quantitative and qualitative forecasts is described through the exposition of two asset allocation models. The two models arc the Black-Litterman Asset Allocation moodel and the Qualitative Forecasts : Model developed by Herold Ulf. The models are developed theoretically and made intuitively accessible with real market data examples. Methodology is developed using the two models to transport alpha across benchmarks. DA - 2005 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2005 T1 - Portfolio optimisation with quantitative and qualitative views TI - Portfolio optimisation with quantitative and qualitative views UR - http://hdl.handle.net/11427/4356 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/4356
dc.identifier.vancouvercitationRemsing RA. Portfolio optimisation with quantitative and qualitative views. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Statistical Sciences, 2005 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/4356en_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.otherStatistical Sciencesen_ZA
dc.titlePortfolio optimisation with quantitative and qualitative viewsen_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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