Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices

Includes bibliographical references (leaves 73-75).

Bibliographic Details
Main Author: Matoti, Lundi
Other Authors: Wilcox, Diane
Format: Dissertation
Language:English
Published: University of Cape Town 2014
Subjects:
Online Access:http://hdl.handle.net/11427/4909