- Title
- Aspects of capital allocation
- Creator
- Sonnekus, Hélène
- Subject
- Financial risk management, Asset allocation, Risk - Measurement, Portfolio management
- Date
- 2013-07-29
- Type
- Thesis
- Identifier
- uj:7703
- Identifier
- http://hdl.handle.net/10210/8569
- Description
- M.Sc. (Statistics), 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.
- Contributor
- Van der Walt, F.C.; Lombard, F., Prof.
- Rights
- University of Johannesburg
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