Using international diversification to enhance predicted equity index performance: a South African perspective

In the weak form, the Efficient Market Hypothesis (EMH) states that it is not possible to forecast the future price of an asset based on the information contained in the historical prices of that same asset. Under this assumption, the market behaves as a random walk and as a result, price forecastin...

Full description

Bibliographic Details
Main Author: Phillip, Jarryd
Other Authors: Toerien, Francois
Format: Dissertation
Language:English
Published: Faculty of Commerce 2020
Subjects:
Online Access:https://hdl.handle.net/11427/31830