Application of cross-sector style analysis of South African equities in active portfolio management
Magister Commercii - MCom === A distinctive phenomenon on the JSE Securities Exchange (JSE) is the market segmentation between the resource sector and the financial and industrial sectors. Criticisms also arise from employing a capitalization-weighted (cap-weighted) index such as the ALSI index w...
| Main Author: | |
|---|---|
| Other Authors: | |
| Language: | en |
| Published: |
University of the Western Cape
2016
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/11394/4879 |