Enhanced minimum variance optimisation: a pragmatic approach
Since the establishment of Markowitz's theory, numerous studies have been carried out over the past six decades or so that cover the benefits, limitations, modifications and enhancements of Mean Variance (MV) optimisation. This study endeavours to extend on this, by means of adding factors to t...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2017
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| Online Access: | http://hdl.handle.net/11427/23764 |