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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 argu...
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| Format: | Thesis |
| Language: | English |
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Department of Statistical Sciences
2016
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| Summary: | 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 argument advanced in favour of foreign investment is risk reduction through diversification. |
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