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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