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Portfolio optimisation under the tracking error constraint

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dc.contributor.advisor Van Vuuren, Gary Wayne, Prof
dc.contributor.advisor Van Heerden, Petrus Marthinus Stephanus, Prof
dc.contributor.author Maxwell, Michael Joseph
dc.date.accessioned 2019-02-05T10:28:26Z
dc.date.available 2019-02-05T10:28:26Z
dc.date.issued 2018
dc.identifier.uri https://orcid.org/0000-0002-3372-8191
dc.identifier.uri http://hdl.handle.net/20.500.11892/182952
dc.language.iso en
dc.publisher North-West University
dc.subject Trackin
dc.subject error
dc.subject constraint
dc.subject portfolio
dc.title Portfolio optimisation under the tracking error constraint
dc.type Masters
dc.description.degree MCom (Risk Management), North-West University


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