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The impact of constraints on equity portfolios - A quantitative analysis of the restrictiveness of constraints for developed and emerging market equity strategies

Posthuma, T.L. (2014) The impact of constraints on equity portfolios - A quantitative analysis of the restrictiveness of constraints for developed and emerging market equity strategies.

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Abstract:Fiduciary managers can outsource their asset management tasks partially. While doing so, investment restrictions are imposed to the external asset manager. Quantitative insight in the restrictiveness of constraints is at heart of imposing the right constraints. The Transfer Coefficient is used in this thesis to analyse a country, sector and single asset constraint.
Item Type:Essay (Master)
Faculty:BMS: Behavioural, Management and Social Sciences
Subject:83 economics, 85 business administration, organizational science
Programme:Industrial Engineering and Management MSc (60029)
Link to this item:http://purl.utwente.nl/essays/65047
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