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.

Grantor dc:publisher.institution

Department of Statistical Sciences

Year dc:date.issued

1984

Author dc:creator

• Van den Honert, Robin Charles

Advisor dc:contributor.advisor

• Affleck-Graves , J F

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/11427/22155

OAI identifier oai:identifier

oai:open.uct.ac.za:11427/22155