An empirical assessment of low volatility portfolio construction techniques in the South African environment
Year of publication: |
April 2018
|
---|---|
Authors: | Oladele, O. S. ; Bradfield, D. J. |
Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 42.2018, 1, p. 41-62
|
Subject: | Johannesburg Stock Exchange | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Südafrika | South Africa | 2003-2016 |
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