Long- and short-run dynamics between South African hedge funds and the equity market
Michele Santangelo, Ilse Botha, and Nicolaas Strydom
| Year of publication: |
2021
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|---|---|
| Authors: | Santangelo, Michele ; Botha, Ilse ; Strydom, Nicolaas |
| Published in: |
The journal of wealth management : JWM. - New York, NY : Pageant Media Ltd., ISSN 2374-1368, ZDB-ID 2048837-3. - Vol. 24.2021, 2, p. 129-151
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| Subject: | Real assets/alternative investments/private equity | emerging markets | risk management | VAR and use of alternative risk measures of trading risk | quantitative methods | statistical methods | Risikomaß | Risk measure | Südafrika | South Africa | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Statistische Methode | Statistical method | Hedgefonds | Hedge fund | Messung | Measurement |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jwm.2021.1.138 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012613525