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A Markowitz mean-variance analysis of hedge fund investments for multi-asset class portfolio holders in South Africa
This research aims to provide insight into the hedge fund industry in South Africa. The focus is on retirement funds and the use of hedge funds in a multi-asset class portfolio. Diversification is an important tool for portfolio managers who make use of correlation to achieve higher risk-adjusted re...
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| Format: | Thesis |
| Language: | English |
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Research of GSB
2018
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