Includes abstract. / Includes bibliorahical references. / This dissertation presents an eclectic mix around a central theme of alpha, or value-add. It comprises four essays that are concerned with various theoretical and empirical aspects of alpha. The primary objective is to provide new perspectives in the major areas of modelling alpha; namely, performance measurement, opportunity forecasting and tradability.
| Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uct/oai:localhost:11427/12196 |
| Date | January 2012 |
| Creators | Flint, Emlyn James |
| Contributors | Polakow, Daniel |
| Publisher | University of Cape Town, Faculty of Commerce, Division of Actuarial Science |
| Source Sets | South African National ETD Portal |
| Language | English |
| Detected Language | English |
| Type | Master Thesis, Masters, MCom |
| Format | application/pdf |
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