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New perspectives in the modelling of alpha
Includes abstract.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Division of Actuarial Science
2015
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| _version_ | 1867611347476283392 |
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| access_status_str | Open Access |
| author | Flint, Emlyn James |
| author2 | Polakow, Daniel |
| author_browse | Flint, Emlyn James Polakow, Daniel |
| author_facet | Polakow, Daniel Flint, Emlyn James |
| author_sort | Flint, Emlyn James |
| collection | Thesis |
| description | Includes abstract. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/12196 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2015 |
| publishDateRange | 2015 |
| publishDateSort | 2015 |
| publisher | Division of Actuarial Science |
| publisherStr | Division of Actuarial Science |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/12196 New perspectives in the modelling of alpha Flint, Emlyn James Polakow, Daniel Actuarial Science Includes abstract. Includes bibliorahical references. This dissertation presents an eclectic mix around a central theme of alpha, or value-add. It comprises four essays that are concerned with various theoretical and empirical aspects of alpha. The primary objective is to provide new perspectives in the major areas of modelling alpha; namely, performance measurement, opportunity forecasting and tradability. 2015-01-15T08:58:47Z 2015-01-15T08:58:47Z 2012 Master Thesis Masters MCom http://hdl.handle.net/11427/12196 eng application/pdf Division of Actuarial Science Faculty of Commerce University of Cape Town |
| spellingShingle | Actuarial Science Flint, Emlyn James New perspectives in the modelling of alpha |
| thesis_degree_str | Master's |
| title | New perspectives in the modelling of alpha |
| title_full | New perspectives in the modelling of alpha |
| title_fullStr | New perspectives in the modelling of alpha |
| title_full_unstemmed | New perspectives in the modelling of alpha |
| title_short | New perspectives in the modelling of alpha |
| title_sort | new perspectives in the modelling of alpha |
| topic | Actuarial Science |
| url | http://hdl.handle.net/11427/12196 |
| work_keys_str_mv | AT flintemlynjames newperspectivesinthemodellingofalpha |