Optimising the performance of a style-based investment strategy on the Johannesburg Stock Exchange to protect against a market downturn using dynamic, synthetic option-based portfolio insurance
Various equity investment styles have been developed and documented extensively in recent history – these styles have, in certain cases, outperformed the broader market. Muller and Ward (2013) have done extensive research into the efficiency of various equity styles on the Johannesburg Stock Exchang...
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| Language: | en |
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2015
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| Online Access: | http://hdl.handle.net/2263/45024 Fourie, N. (2014). Optimising the performance of a style-based investment strategy on the Johannesburg Stock Exchange to protect against a market downturn using dynamic, synthetic option-based portfolio insurance (MBA mini-dissertation).Gordon Institute of Business Science, University of Pretoria. Retrieved from http://repository.up.ac.za/handle/2263/1818 |