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Creating an adaptive asset allocation fund to outperform inflation in the South African financial market
Includes abstract.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Economics
2014
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| _version_ | 1867613307130609664 |
|---|---|
| access_status_str | Open Access |
| author | Watson, Grant |
| author2 | Ryan, Tom |
| author_browse | Ryan, Tom Watson, Grant |
| author_facet | Ryan, Tom Watson, Grant |
| author_sort | Watson, Grant |
| collection | Thesis |
| description | Includes abstract. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/5677 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:34:03.682Z |
| 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 | School of Economics |
| publisherStr | School of Economics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/5677 Creating an adaptive asset allocation fund to outperform inflation in the South African financial market Watson, Grant Ryan, Tom Economics Includes abstract. Includes bibliographical references (leaves 112-113). In this dissertation, I detail the process I went through to create a new asset allocation product, with the intention of beating inflation over the long term, in the South African flnancial market space. This process has been a contributor to the creation of my model for new product development in the financial market space. Simulation is at the core of this process. At the outset, I cover a brief history and contextualise absolute return funds, looking at the difference between an absolute return fund, a balanced fund and a hedge fund. The move from defined benefit to defined contribution pension funds and the impact this has had on consulting actuaries risk appetites is visited. My concern in this regard is that capital preservation is being maximised, at the expense of capital growth, without taking into account the devastating effects of inflation. 2014-07-31T12:21:24Z 2014-07-31T12:21:24Z 2009 Master Thesis Masters MCom http://hdl.handle.net/11427/5677 eng application/pdf School of Economics Faculty of Commerce University of Cape Town |
| spellingShingle | Economics Watson, Grant Creating an adaptive asset allocation fund to outperform inflation in the South African financial market |
| thesis_degree_str | Master's |
| title | Creating an adaptive asset allocation fund to outperform inflation in the South African financial market |
| title_full | Creating an adaptive asset allocation fund to outperform inflation in the South African financial market |
| title_fullStr | Creating an adaptive asset allocation fund to outperform inflation in the South African financial market |
| title_full_unstemmed | Creating an adaptive asset allocation fund to outperform inflation in the South African financial market |
| title_short | Creating an adaptive asset allocation fund to outperform inflation in the South African financial market |
| title_sort | creating an adaptive asset allocation fund to outperform inflation in the south african financial market |
| topic | Economics |
| url | http://hdl.handle.net/11427/5677 |
| work_keys_str_mv | AT watsongrant creatinganadaptiveassetallocationfundtooutperforminflationinthesouthafricanfinancialmarket |