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Portfolio optimisation with quantitative and qualitative views
Includes bibliographical references.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Statistical Sciences
2014
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| _version_ | 1867614163604340736 |
|---|---|
| access_status_str | Open Access |
| author | Remsing, Razvan Alexandru |
| author2 | Maritz, Jaco |
| author_browse | Maritz, Jaco Remsing, Razvan Alexandru |
| author_facet | Maritz, Jaco Remsing, Razvan Alexandru |
| author_sort | Remsing, Razvan Alexandru |
| collection | Thesis |
| description | Includes bibliographical references. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/4356 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:47:40.786Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| 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:11427/4356 Portfolio optimisation with quantitative and qualitative views Remsing, Razvan Alexandru Maritz, Jaco Statistical Sciences Includes bibliographical references. Portfolio construction with quantitative and qualitative forecasts is described through the exposition of two asset allocation models. The two models arc the Black-Litterman Asset Allocation moodel and the Qualitative Forecasts : Model developed by Herold Ulf. The models are developed theoretically and made intuitively accessible with real market data examples. Methodology is developed using the two models to transport alpha across benchmarks. 2014-07-30T17:43:23Z 2014-07-30T17:43:23Z 2005 Master Thesis Masters MSc http://hdl.handle.net/11427/4356 eng application/pdf Department of Statistical Sciences Faculty of Science University of Cape Town |
| spellingShingle | Statistical Sciences Remsing, Razvan Alexandru Portfolio optimisation with quantitative and qualitative views |
| thesis_degree_str | Master's |
| title | Portfolio optimisation with quantitative and qualitative views |
| title_full | Portfolio optimisation with quantitative and qualitative views |
| title_fullStr | Portfolio optimisation with quantitative and qualitative views |
| title_full_unstemmed | Portfolio optimisation with quantitative and qualitative views |
| title_short | Portfolio optimisation with quantitative and qualitative views |
| title_sort | portfolio optimisation with quantitative and qualitative views |
| topic | Statistical Sciences |
| url | http://hdl.handle.net/11427/4356 |
| work_keys_str_mv | AT remsingrazvanalexandru portfoliooptimisationwithquantitativeandqualitativeviews |