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Asset allocation in the South African environment
Includes bibliographical references.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Finance and Tax
2014
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| Subjects: | |
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| _version_ | 1867613211480555520 |
|---|---|
| access_status_str | Open Access |
| author | Mahoney, Kevin |
| author2 | Van Rensburg, Paul |
| author_browse | Mahoney, Kevin Van Rensburg, Paul |
| author_facet | Van Rensburg, Paul Mahoney, Kevin |
| author_sort | Mahoney, Kevin |
| collection | Thesis |
| description | Includes bibliographical references. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/8552 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:32:31.718Z |
| 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 Finance and Tax |
| publisherStr | Department of Finance and Tax |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/8552 Asset allocation in the South African environment Mahoney, Kevin Van Rensburg, Paul Investment Management Includes bibliographical references. The aim of this paper is to find solutions to the asset allocation problem in the South African environment. These solutions look at a variety of different investor's preferences. These include an investor's age, risk aversion and required levels of returns. To do this, an analysis was done of prior research, so the most up to date mean-variance asset allocation model could be developed. Returns from 10 different indices, over different asset classes were gathered. The indices of importance were found to be: All Bond Index (ALBI), Inflation Linked All Maturities Index (ILB), Salient's Momentum Active Index Fund (MOME), Salient's Value Active Index Fund (VAL), South African Short Term Fixed Interest Index (STEFI) and South African Property Index (SAPY). 2014-10-17T10:12:32Z 2014-10-17T10:12:32Z 2014 Master Thesis Masters MCom http://hdl.handle.net/11427/8552 eng application/pdf Department of Finance and Tax Faculty of Commerce University of Cape Town |
| spellingShingle | Investment Management Mahoney, Kevin Asset allocation in the South African environment |
| thesis_degree_str | Master's |
| title | Asset allocation in the South African environment |
| title_full | Asset allocation in the South African environment |
| title_fullStr | Asset allocation in the South African environment |
| title_full_unstemmed | Asset allocation in the South African environment |
| title_short | Asset allocation in the South African environment |
| title_sort | asset allocation in the south african environment |
| topic | Investment Management |
| url | http://hdl.handle.net/11427/8552 |
| work_keys_str_mv | AT mahoneykevin assetallocationinthesouthafricanenvironment |