Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 5 of 5 for “"passive portfolio management"”.
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Applications of global equity style indices in active and passive portfolio management
… suggests that style investing which places portfolios out-of-sync with the broad market has the potential to generate significant alpha. Since momentum abnormal return is the only anomaly that is not explained by the 3-factor model, it could well be the third style-based factor in addition …
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The Performance Of Alternative Interest Rate Risk Measures And Immunization Strategies Under A Heath-Jarrow-Morton Framework
… and managing interest rate risk. Yet risk management strategies in the form of immunization portfolios using duration, convexity, and M-square are still widely used in bond portfolio management today. This study addresses the question of how traditional risk measures and immunization …
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The investment risk of institutional-grade commercial real estate in Australia
… the approaches which should be taken to portfolio management. However, relatively little is known about this risk. This research expands the body of knowledge of ICRE investment risk by producing conclusions about the information content of prices and the distribution of returns in the …
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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 …