Portfolio optimization : equally weighting strategies vs. index investing vs. efficient frontier portfolios : an empirical analysis

Portfolio optimization : equally weighting strategies vs. index investing vs. efficient frontier portfolios : an empirical analysis

Thesis (MBA)--Stellenbosch University, 2012. === This research report is conducted in the field of portfolio optimization. Regarding the existing literature this research paper is set in context of the academic discussion triggered by DeMiguel, Garlappi and Uppal (2009) concerning the perfomance of...

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Bibliographic Details
Main Author: Otto, Hans-Philipp
Other Authors: Smith, Johan
Format: Others
Language:en_ZA
Published: Stellenbosch : Stellenbosch University 2014
Subjects:
Portfolio management
Investment analysis
Dissertations > Business management
Theses > Business management
UCTD
Online Access:http://hdl.handle.net/10019.1/95621

Internet

http://hdl.handle.net/10019.1/95621

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