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Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices
Includes bibliographical references (leaves 73-75).
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| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Mathematics and Applied Mathematics
2014
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| _version_ | 1867613230089633792 |
|---|---|
| access_status_str | Open Access |
| author | Matoti, Lundi |
| author2 | Wilcox, Diane |
| author_browse | Matoti, Lundi Wilcox, Diane |
| author_facet | Wilcox, Diane Matoti, Lundi |
| author_sort | Matoti, Lundi |
| collection | Thesis |
| description | Includes bibliographical references (leaves 73-75). |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/4909 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:50.328Z |
| 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 Mathematics and Applied Mathematics |
| publisherStr | Department of Mathematics and Applied Mathematics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/4909 Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices Matoti, Lundi Wilcox, Diane Gebbie, T Mathematics of Finance Includes bibliographical references (leaves 73-75). 2014-07-31T08:08:57Z 2014-07-31T08:08:57Z 2009 Master Thesis Masters MSc http://hdl.handle.net/11427/4909 eng application/pdf Department of Mathematics and Applied Mathematics Faculty of Science University of Cape Town |
| spellingShingle | Mathematics of Finance Matoti, Lundi Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices |
| thesis_degree_str | Master's |
| title | Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices |
| title_full | Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices |
| title_fullStr | Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices |
| title_full_unstemmed | Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices |
| title_short | Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices |
| title_sort | building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices |
| topic | Mathematics of Finance |
| url | http://hdl.handle.net/11427/4909 |
| work_keys_str_mv | AT matotilundi buildingastatisticallinearfactormodelandaglobalminimumvarianceportfoliousingestimatedcovariancematrices |