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Now showing items 1-6 of 6
Unlocking the secrets of fundamental indexes: size effect or value effect? Evidence from emerging stock markets
(Business Perspectives, 2013)
Despite the abundant successful evidence of fundamental indexation in recent international literature, it is argued that
the performance of fundamental indexes is primarily attributed to their inherent value bias or ...
Nonlinearities in stock return prediction: A Blended Approach
(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 ...
Potential gains from sector timing in Taiwan
(IFRD, 2013)
The dominance of the electronic sector in the Taiwanese stock market and the relatively low historical correlation between the Taiwanese electronic and financial sector indexes call for the exploration of sector diversity ...
A review of performance evaluation measures for actively-managed portfolios
(IFRD, 2013)
In the recognition that investment management is an on-going process, the performance of actively-managed portfolios need to be monitored and evaluated to ensure that funds under management are efficiently invested in order ...
Potential gains from predicting the timing of stock market persistence and mean reversion
(Business Perspectives, 2013)
This paper undertakes to investigate the effectiveness of market timing between prior winners and losers in the global
equity markets using Monte Carlo simulation over the period from 1 January 1999 to 31 December 2009. ...
Performance evaluation of actively managed mutual funds
(LLC CPC Business Perspectives, 2016)
Motivated by the growing attraction of the mutual fund industry worldwide, this research seeks to explore the economic benefits contributed by the South African equity unit trust managers over the period from 6 January ...