A mathematical approach to the evaluation of international diversification for the South African investor

This thesis attempts to isolate the major markets for investment outside South Africa, and to determine what proportion of a South African investor's capital, if any, should be held in foreign securities under different possible restrictions laid down by the South African Reserve Bank. The main...

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Bibliographic Details
Main Author: Van den Honert, Robin Charles
Other Authors: Affleck-Graves , J F
Format: Dissertation
Language:English
Published: University of Cape Town 2016
Subjects:
Online Access:http://hdl.handle.net/11427/22155