Investigating the conditional correlations of style portfolios on the JSE
Thesis (M.Com. (Finance))--University of the Witwatersrand, Faculty of Commerce, Law and Management, School of Economic and Business Sciences, 2015. === ABSTRACT Negative market shocks can drive the standard deviation of the broader market several iterations away from its mean. During these periods...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | en |
| Published: |
2015
|
| Online Access: | http://hdl.handle.net/10539/18799 |