Browsing by Subject "Portfolio selection"
Now showing items 1-3 of 3
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Comparison of decision-making under uncertainty investment strategies with the money market
(IBIMA, 2010)This paper proposes different investment strategies for portfolio selection based on decision-making under uncertainty, rather than the conventional Markowitz portfolio model. The results of perfect information and the ... -
Decision-making under uncertainty : Markowitz optimisation as a passive strategy on the JSE
(North-West University (South Africa) , Potchefstroom Campus, 2015)Noted economist and Nobel Prize winner, Harry Markowitz is often called the father of modern portfolio theory based on his 1952 article, Portfolio Selection. His innovative work provided a framework for investment managers ... -
Mean-semivariance approach for portfolio optimisation
(North-West University (South Africa), 2020)The mean-variance method is hugely used for portfolio management. However, this approach assumes normality in the distribution of the assets' returns, which is not always observed in reality. Furthermore, using the variance ...