Computations in determining a financial proxy which optimizes de-trended stochastic asset prices under fixed-mix portfolio strategies
Submitted in fulfillment of the requirements of the degree of Doctor of Technology: Business Administration, Durban University of Technology, Durban, South Africa, 2014. === The performance of portfolios of a fixed-rate asset and a risky asset of major companies in a South African market index the F...
Main Author: | Chule, Siyabonga Goodwill |
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Other Authors: | Moyo, Sibusiso |
Format: | Others |
Language: | en |
Published: |
2016
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Subjects: | |
Online Access: | http://hdl.handle.net/10321/1673 |
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