Use of the Efficient Frontier Method In Unit Trust Portfolio Selection

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dc.contributor.authorMugivhi, Thomas Vhutshilo
dc.date.accessioned2011-07-14T09:09:37Z
dc.date.available2011-07-14T09:09:37Z
dc.date.issued2011-07-14
dc.descriptionMBA - WBSen_US
dc.description.abstractThis paper investigated whether optimal market portfolios delivered returns superior to those of existing unit trust portfolios over a five-year period. Three sets of unit trust portfolios were used for the research and they represented the Large Capitalization, Mining & Resources, and Financial & Industrial sectors of the JSE Securities Exchange. For each of the three sectors, an optimised market portfolio was constructed using the efficient frontier method, and these were compared and contrasted with existing portfolios. The optimised market portfolios consistently resulted in higher Sharpe ratios compared with existing unit trust portfolios over the period under review. Assertion that optimal market portfolio produce returns, which are superior to those of existing unit trust portfolio was confirmeden_US
dc.identifier.urihttp://hdl.handle.net/10539/10295
dc.language.isoenen_US
dc.subjectUnit trustsen_US
dc.subjectJohannesburg Securities Exchangeen_US
dc.titleUse of the Efficient Frontier Method In Unit Trust Portfolio Selectionen_US
dc.typeThesisen_US
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