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Identifying and correcting misclassified South African equity trusts using style analysis
Bibliography: leaves 116-123.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
School of Management Studies
2014
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| _version_ | 1867613860256546816 |
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| access_status_str | Open Access |
| author | Robertson, M |
| author2 | Firer, Colin |
| author_browse | Firer, Colin Robertson, M |
| author_facet | Firer, Colin Robertson, M |
| author_sort | Robertson, M |
| collection | Thesis |
| description | Bibliography: leaves 116-123. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/9944 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:42:51.491Z |
| 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 Management Studies |
| publisherStr | School of Management Studies |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/9944 Identifying and correcting misclassified South African equity trusts using style analysis Robertson, M Firer, Colin Bradfield, Dave Commerce Bibliography: leaves 116-123. The concept of style analysis is rapidly spreading in the money management business. In addition to it's use in the areas of benchmarking, portfolio structuring, risk control and performance attribution, style analysis has also been shown to be a powerful tool for identifying and evaluating the groupings and classification of investment portfolios. This study is based on an iterative application of William Sharpe's technique of returns-based style analysis. In essence the technique is used to create purified unit trust style indices in order to verify the existing classification of equity unit trusts. The technique is extended for the purpose of confirming the returns-based misclassified funds through testing the fit of combinations of style factor returns derived from a composition-based factor model. 2014-12-10T08:12:35Z 2014-12-10T08:12:35Z 1999 Master Thesis Masters MBusSc http://hdl.handle.net/11427/9944 eng application/pdf School of Management Studies Faculty of Commerce University of Cape Town |
| spellingShingle | Commerce Robertson, M Identifying and correcting misclassified South African equity trusts using style analysis |
| thesis_degree_str | Master's |
| title | Identifying and correcting misclassified South African equity trusts using style analysis |
| title_full | Identifying and correcting misclassified South African equity trusts using style analysis |
| title_fullStr | Identifying and correcting misclassified South African equity trusts using style analysis |
| title_full_unstemmed | Identifying and correcting misclassified South African equity trusts using style analysis |
| title_short | Identifying and correcting misclassified South African equity trusts using style analysis |
| title_sort | identifying and correcting misclassified south african equity trusts using style analysis |
| topic | Commerce |
| url | http://hdl.handle.net/11427/9944 |
| work_keys_str_mv | AT robertsonm identifyingandcorrectingmisclassifiedsouthafricanequitytrustsusingstyleanalysis |