Browsing Theses and Dissertations (Actuarial Science) by Subject "Attribution"

Browsing Theses and Dissertations (Actuarial Science) by Subject "Attribution"

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  • Improving our understanding of the equal weighted portfolio 
    Taljaard, Byran H. (University of Pretoria, 2022)
    This thesis analyses the performance of the equal weighted portfolio using an approach from stochastic portfolio theory. This framework allows for the decomposition of the relative performance of the equal weighted portfolio ...