Portfolio optimisation with quantitative and qualitative views
Includes bibliographical references. === Portfolio construction with quantitative and qualitative forecasts is described through the exposition of two asset allocation models. The two models arc the Black-Litterman Asset Allocation moodel and the Qualitative Forecasts : Model developed by Herold Ulf...
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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/11427/4356 |