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Enhancements to the Markowitz mean-variance optimisation process of asset allocation
Includes bibliographical references.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Division of Actuarial Science
2014
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| _version_ | 1867613201121673216 |
|---|---|
| access_status_str | Open Access |
| author | McLeod, Warren |
| author2 | Bradfield, Dave |
| author_browse | Bradfield, Dave McLeod, Warren |
| author_facet | Bradfield, Dave McLeod, Warren |
| author_sort | McLeod, Warren |
| collection | Thesis |
| description | Includes bibliographical references. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/9687 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:21.936Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Division of Actuarial Science |
| publisherStr | Division of Actuarial Science |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/9687 Enhancements to the Markowitz mean-variance optimisation process of asset allocation McLeod, Warren Bradfield, Dave Includes bibliographical references. [The focus of this thesis is on the practical application of portfolio selection. It is a field that receives much attention, no more so than after the world market crashes (i.e. October 1997) which highlighted the importance of risk management. Consequently there is a need to examine the current tools in current use to create our portfolios and to look at ways in which they could be improved. The Bayesians have certainly contributed in this area, and more noticeably in the 1990's. We shall examine their contributions quite extensively in this thesis. 2014-11-16T20:03:20Z 2014-11-16T20:03:20Z 1998 Master Thesis Masters MBusSc http://hdl.handle.net/11427/9687 eng application/pdf Division of Actuarial Science Faculty of Commerce University of Cape Town |
| spellingShingle | McLeod, Warren Enhancements to the Markowitz mean-variance optimisation process of asset allocation |
| thesis_degree_str | Master's |
| title | Enhancements to the Markowitz mean-variance optimisation process of asset allocation |
| title_full | Enhancements to the Markowitz mean-variance optimisation process of asset allocation |
| title_fullStr | Enhancements to the Markowitz mean-variance optimisation process of asset allocation |
| title_full_unstemmed | Enhancements to the Markowitz mean-variance optimisation process of asset allocation |
| title_short | Enhancements to the Markowitz mean-variance optimisation process of asset allocation |
| title_sort | enhancements to the markowitz mean variance optimisation process of asset allocation |
| url | http://hdl.handle.net/11427/9687 |
| work_keys_str_mv | AT mcleodwarren enhancementstothemarkowitzmeanvarianceoptimisationprocessofassetallocation |