Global ETD Search
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Showing 1 to 2 of 2 for “"core-satellite portfolio"”.
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Hybrid optimisation and formation of index tracking portfolio in TSE
Asset allocation and portfolio optimisation are some of the most important steps in an investors decision making process. In order to manage uncertainty and maximise returns, it is assumed that active investment is a zero-sum game. It is possible however, that market inefficiencies could provide …
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Constructing low cost core-satellite portfolios with multiple risk constraints: practical applications to Robo advising in South Africa using active, passive and smart-beta strategies
… investors. These techniques contribute to the portfolio optimisation process by limiting the extent to which a portfolio can deviate from its benchmark with regards to risk and tracking error. This is an ambitious paper that attempts to determine the optimal strategy to practically implement …