An Empirical investigation of the value of High and Low price data to Modern Portfolio Theory
It is common practice to use the return series from closing prices in order to estimate the values of variables to be used in Modern Portfolio Theory (MPT). In fact the closing price series is generally what is referred to when price data or a financial time series is mentioned. We know this series...
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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/11427/5808 |