Applications of global equity style indices in active and passive portfolio management
Includes abstract. === Includes bibliographical references. === The success of the Fama and French 3-factor model in explaining empirical anomalies of the Capital Asset Pricing Model (CAPM) suggests that style investing which places portfolios out-of-sync with the broad market has the potential to g...
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| Format: | Doctoral Thesis |
| Language: | English |
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University of Cape Town
2015
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| Online Access: | http://hdl.handle.net/11427/11676 |