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...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Dissertation |
| Language: | English |
| Published: |
University of Cape Town
2015
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/11427/14038 |