The investigation of style indices and active portfolio construction on the JSE
Includes bibliographical references. === This thesis investigates the construction and performance of style indices on the JSE. It then demonstrates how a 'toolkit' of style indices can be used, together with conventional passive indices, as a set of building blocks for efficient portfolio...
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Format: | Dissertation |
Language: | English |
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University of Cape Town
2015
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Online Access: | http://hdl.handle.net/11427/14038 |