New perspectives in the modelling of alpha

This dissertation presents an eclectic mix around a central theme of alpha, or value-add. It comprises four essays that are concerned with various theoretical and empirical aspects of alpha. The primary objective is to provide new perspectives in the major areas of modelling alpha; namely, performance measurement, opportunity forecasting and tradability.

Grantor dc:publisher.institution

Division of Actuarial Science

Year dc:date.issued

2012

Author dc:creator

• Flint, Emlyn James

Advisor dc:contributor.advisor

• Polakow, Daniel

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/11427/12196

OAI identifier oai:identifier

oai:open.uct.ac.za:11427/12196