Aspects of volatility targeting for South African equity investors
We consider so-called volatility targeting strategies in the South African equity market. These strategies are aimed at keeping the volatility of a portfolio consisting of a risky asset, typically an equity index, and cash fixed. This is done by changing the allocation of the assets based on an indi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
2014-11-01
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| Series: | South African Journal of Economic and Management Sciences |
| Online Access: | https://sajems.org/index.php/sajems/article/view/662 |