Browsing by Subject "Modern portfolio theory"
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Methods of optimizing investment portfolios
(2013)In this thesis, we discuss methods for optimising the expected rate of return of a portfolio with minimal risk. As part of the work we look at the Modern Portfolio Theory which tries to maximise the portfolio's expected ... -
Passive versus active applications of industry exchange traded funds (ETFs) : an empirical investigation on the S&P Global 1200 Index
(University of the Western Cape, 2015)The notion of market efficiency posits that stock prices fully reflect all available information in a timely manner. The efficient market hypothesis (EMH) proposed by Fama (1970) systematically rules out the profitability ...