Dynamic and robust estimation of risk and return in modern portfolio theory
Includes abstract. === Includes bibliographical references (leaves 134-138). === The portfolio selection method developed by Markowitz gives a rational investor a way of evaluating different investment options in a portfolio using the expected return and variance of the returns. Sharpe uses the same...
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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/11427/4913 |