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The optimal asset allocation for South African real return investors
This research aims to establish the optimal asset allocations for targeting specific real returns over short, medium and long-term investment horizons. The joint returns are modelled with data-centric methods that are empirical and non-parametric in nature, and are able to capture the dependencies o...
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| Format: | Thesis |
| Language: | English |
| Published: |
Department of Statistical Sciences
2020
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