The evaluation of Omega as an effective tool for portfolio evaluation in the South African context

The evaluation of Omega as an effective tool for portfolio evaluation in the South African context

Thesis (MBA)--Stellenbosch University, 2006. === ENGLISH ABSTRACT: The Omega function is a relatively newly developed performance measure, falling within the class of downside risk measures. This measure does not make any assumptions regarding the return distributions evaluated, but incorporates t...

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Bibliographic Details
Main Author: De Wet, Ronel
Other Authors: Krige, N.
Language:en_ZA
Published: Stellenbosch : Stellenbosch University 2012
Subjects:
Omega measure
Portfolio management > South Africa
Risk management > South Africa
Investments > South Africa
Risk-adjusted performance evaluation
Investment performance
Dissertations > Business management
Theses > Business management
Online Access:http://hdl.handle.net/10019.1/70664

Internet

http://hdl.handle.net/10019.1/70664

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