Benefits of a Tree-Based model for stock selection in a South African context
Includes bibliographical references. === Quantitative investment practitioners typically model the performance of a stock relative to its benchmark and the stock's fundamental factors in a classical linear framework. However, these models have empirically been found to be unsuitable for capturi...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2014
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| Online Access: | http://hdl.handle.net/11427/8515 |