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A mathematical approach to the evaluation of international diversification for the South African investor

This thesis attempts to isolate the major markets for investment outside South Africa, and to determine what proportion of a South African investor's capital, if any, should be held in foreign securities under different possible restrictions laid down by the South African Reserve Bank. The main argument advanced in favour of foreign investment is risk reduction through diversification.

Identiferoai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uct/oai:localhost:11427/22155
Date January 1984
CreatorsVan den Honert, Robin Charles
ContributorsAffleck-Graves , J F
PublisherUniversity of Cape Town, Faculty of Science, Department of Statistical Sciences
Source SetsSouth African National ETD Portal
LanguageEnglish
Detected LanguageEnglish
TypeMaster Thesis, Masters, MSc
Formatapplication/pdf

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