Portfolio diversification utilising rolling economic drawdown constraints and risk factor analysis by Mills, Bradley

Get full text

Framework for optimising an electricity utility portfolio in a capital constraint environment. by Rabie, Leonora

Get full text

A study of the relative performance of South African unit trust fund managers utilizing the portfolio change measure technique by Garvin, Trevor

“…The author has shown conclusively that when utilizing the Portfolio Change Measure, unit trust managers in general are not able to consistently outperform the market. …”
Get full text

Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios by El-Sabban, Mariam A.

“…It attempts to assess the best performing and most efficient sector-country combinations by applying time variant (dynamic) portfolio optimization frameworks, primarily the minimum-variance and mean-variance models. …”
Get full text
Get full text

Simplified approaches for portfolio decision analysis by Kantu, Dieudonne Kabongo

“…These methods have proved popular for choice decisions — for example, those based on multiattribute value or utility theory. But whereas information and computational requirements for choice problems are probably manageable for the majority of diligent decision makers, it is much less clear that this is true of portfolio decisions. …”
Get full text

The investigation of style indices and active portfolio construction on the JSE by Yu, Xiao

Get full text

An investigation into higher and partial moment portfolio selection frameworks by Polden, Stuart John

“…This dissertation highlights the importance of considering higher moments and partial moments of the distribution when conducting portfolio optimisation and selection. This is due partly to the weaknesses of mean-variance optimisation, as discussed throughout the dissertation, and the appropriateness of considering higher moments to better meet the investors utility functions. …”
Get full text

An overview of asset allocation processes and their importance in portfolio management by Gantz, Frederick Albrecht

Get full text

A structural Garch model: an application to portfolio risk management

Get full text
Get full text

The potential use of a personal portfolio for identity development of an adolescent

Get full text
Get full text

The use of teaching portfolios in the in-service professional development of school educators by Mtose, Xoliswa A.

Get full text

Robust Bayesian Portfolio Optimisation: Higher Moments and the Distorting Effects of Constraints by Wilson, Byron

“…It was determined that a 123/23 portfolio resulted in a significant improvement in the expression of the investor views as well as a dramatic increase portfolio utility was observed. …”
Get full text

Stochastic optimal portfolios and life insurance problems in a Lévy market

Get full text

Portfolio optimization problems : a martingale and a convex duality approach by Tchamga, Nicole Flaure Kouemo

Get full text

Robust portfolio construction: using resampled efficiency in combination with covariance shrinkage by Combrink, James

“…The thesis considers the general area of robust portfolio construction. In particular the thesis considers two techniques in this area that aim to improve portfolio construction, and consequently portfolio performance. …”
Get full text

Research: A style discussion of The Magic Marimba by Hans Roosenschoon / Portfolio of Musics

Get full text

The effect of behavioral biases and gender differences on portfolio returns & investment decisions: An experimental approach by El Kashef, Noran Naiem

“…This thesis examines the effect of risk attitude, confidence and optimism behavioral biases on investment decisions and portfolio returns. The thesis methodology utilizes an experimental approach, whereby students compete through a semester long stock market simulation using the Stock-Trak simulation platform. …”
Get full text
Get full text

The influence of stakeholder power, proximity and urgency on the selection and prioritization of projects within IT project portfolio management by Christoffels, Mervyn

Get full text

Robo-Advising on South African Exchange Traded Funds utilizing Prospect Theory by Jacobson, Ryan Jonathan

Get full text