- roleTerm ( text )
- advisor
- namePart
- Van der Walt, F.C.; Lombard, F., Prof.
- roleTerm ( text )
- author
- namePart
- Sonnekus, Hélène
- dateAccessioned
- 2013-07-29T07:30:18Z
- dateAvailable
- 2013-07-29T07:30:18Z
- dateIssued
- 2013-07-29
- dateSubmitted
- 2012
- identifier ( uri )
- http://hdl.handle.net/10210/8569
- note
- M.Sc. (Statistics)
- abstract
- Most people in the world rely on a well-functioning and stable financial system. Problems experienced by financial institutions, such as too little liquidity or large amounts of bad debt, can easily influence companies and individuals, creating a chain reaction comparable to an avalanche. Financial institutions are faced with a very difficult constrained optimization problem - generating as much profit as possible while staying in business by limiting the amount of risk taken.
- languageTerm ( rfc3066 )
- en
- accessCondition ( useAndReproduction )
- University of Johannesburg
- topic
- Financial risk management
- topic
- Asset allocation
- topic
- Risk - Measurement
- topic
- Portfolio management
- title
- Aspects of capital allocation
- genre
- Thesis