Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Portfolio diversification utilising rolling economic drawdown constraints and risk factor analysis
This study investigates a new asset allocation technique termed Factor Adjusted Rolling Economic Drawdown (FAREDD), whereby resources are allocated to different assets by way of integrating Principle Component Analysis (PCA) with existing Rolling Economic Drawdown Methods (REDD). The primary purpose...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Finance and Tax
2019
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!