Browsing School of Business and Finance by Author "Van Rensberg, Paul"
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Nonlinearities in stock return prediction: A Blended Approach
Hodnett, Kathleen; Hsieh, Heng-Hsing; Van Rensberg, Paul (The Clute Institute, 2013)Our prior research indicates that there are periods within which nonlinear stock selection models outperform their linear counterparts in the South African equity market. In order to explore the nonlinearities in stock ...