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A multivariate analysis of shares listed on the Johannesburg Stock Exchange
This thesis examines the usefulness of multivariate statistical techniques to portfolio theory by applying two different multivariate techniques to two separate classificatory problems concerning shares listed on the Johannesburg Stock Exchange. In Chapter 1 the two techniques and two classificatory...
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| Format: | Thesis |
| Language: | English |
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Department of Statistical Sciences
2016
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| _version_ | 1867613255332003840 |
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| access_status_str | Open Access |
| author | Visser, Francesca |
| author2 | Affleck-Graves , J F |
| author_browse | Affleck-Graves , J F Visser, Francesca |
| author_facet | Affleck-Graves , J F Visser, Francesca |
| author_sort | Visser, Francesca |
| collection | Thesis |
| description | This thesis examines the usefulness of multivariate statistical techniques to portfolio theory by applying two different multivariate techniques to two separate classificatory problems concerning shares listed on the Johannesburg Stock Exchange. In Chapter 1 the two techniques and two classificatory problems are introduced and their context within the general structure of portfolio theory is explained. Chapter 2 gives a theoretical overview of the first technique used, namely Factor Analysis. Chapters 3 and 4 discuss the application of factor analytic techniques to shares listed on the Johannesburg Stock Exchange. Chapter 5 gives a theoretical overview of Multiple Discriminant Analysis, the second multivariate technique used. Chapter 6 represents a survey of previous applications of Multiple Discriminant Analysis in the field of Finance, while Chapters 7 and 8 discuss the application of this technique to shares listed on the Johannesburg Stock Exchange. Finally, Chapter 9 gives a brief summary of the main conclusions in this thesis. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/17007 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:33:13.838Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2016 |
| publishDateRange | 2016 |
| publishDateSort | 2016 |
| publisher | Department of Statistical Sciences |
| publisherStr | Department of Statistical Sciences |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/17007 A multivariate analysis of shares listed on the Johannesburg Stock Exchange Visser, Francesca Affleck-Graves , J F Mathematical Statistics Operations Research This thesis examines the usefulness of multivariate statistical techniques to portfolio theory by applying two different multivariate techniques to two separate classificatory problems concerning shares listed on the Johannesburg Stock Exchange. In Chapter 1 the two techniques and two classificatory problems are introduced and their context within the general structure of portfolio theory is explained. Chapter 2 gives a theoretical overview of the first technique used, namely Factor Analysis. Chapters 3 and 4 discuss the application of factor analytic techniques to shares listed on the Johannesburg Stock Exchange. Chapter 5 gives a theoretical overview of Multiple Discriminant Analysis, the second multivariate technique used. Chapter 6 represents a survey of previous applications of Multiple Discriminant Analysis in the field of Finance, while Chapters 7 and 8 discuss the application of this technique to shares listed on the Johannesburg Stock Exchange. Finally, Chapter 9 gives a brief summary of the main conclusions in this thesis. 2016-02-15T07:07:53Z 2016-02-15T07:07:53Z 1983 Master Thesis Masters MSc http://hdl.handle.net/11427/17007 eng application/pdf Department of Statistical Sciences Faculty of Science University of Cape Town |
| spellingShingle | Mathematical Statistics Operations Research Visser, Francesca A multivariate analysis of shares listed on the Johannesburg Stock Exchange |
| thesis_degree_str | Master's |
| title | A multivariate analysis of shares listed on the Johannesburg Stock Exchange |
| title_full | A multivariate analysis of shares listed on the Johannesburg Stock Exchange |
| title_fullStr | A multivariate analysis of shares listed on the Johannesburg Stock Exchange |
| title_full_unstemmed | A multivariate analysis of shares listed on the Johannesburg Stock Exchange |
| title_short | A multivariate analysis of shares listed on the Johannesburg Stock Exchange |
| title_sort | multivariate analysis of shares listed on the johannesburg stock exchange |
| topic | Mathematical Statistics Operations Research |
| url | http://hdl.handle.net/11427/17007 |
| work_keys_str_mv | AT visserfrancesca amultivariateanalysisofshareslistedonthejohannesburgstockexchange AT visserfrancesca multivariateanalysisofshareslistedonthejohannesburgstockexchange |