Identifying and correcting misclassified South African equity trusts using style analysis

Bibliography: leaves 116-123. === The concept of style analysis is rapidly spreading in the money management business. In addition to it's use in the areas of benchmarking, portfolio structuring, risk control and performance attribution, style analysis has also been shown to be a powerful tool...

Full description

Bibliographic Details
Main Author: Robertson, M
Other Authors: Firer, Colin
Format: Dissertation
Language:English
Published: University of Cape Town 2014
Subjects:
Online Access:http://hdl.handle.net/11427/9944