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...
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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/11427/9944 |