4 Artículos

Varying cross-sectional volatility in the South African equity market and the implications for the management of fund managers

Acceso

en línea

H. Raubenheimer

AbstractModern portfolio theory is founded on an understanding of longitudinal volatility but it is the cross-sectional dispersion among investment returns that provide active portfolio managers with their competitive investment opportunities. The varyin... ver más

Revista: South African Journal of Business Management Formato: Electrónico

Tabla de contenido: Vol: 42 Num: 2 Par: 0 Año: 2011

Concentration in the South African equity market and its implied restrictions on the long only equity fund manager?s opportunity set

Acceso

en línea

H. Raubenheimer

AbstractSouth Afric's Equity market provides a large (in terms of volume) but concentrated investment environment. Domestic pension funds are restricted from diversifying globally and are thus faced with a restricted set of investment opportunities. This... ver más

Revista: South African Journal of Business Management Formato: Electrónico

Tabla de contenido: Vol: 41 Num: 4 Par: 0 Año: 2010

Serial correlation and TEV bias in index funds

Acceso

en línea

H. Raubenheimer

AbstractIndex or passive fund managers and investors analyse the interim volatility of the difference between their fund?s returns and the index?s returns, i.e. the fund?s tracking error variance** (TEV) in order to monitor the success with which tracker... ver más

Revista: South African Journal of Business Management Formato: Electrónico

Tabla de contenido: Vol: 34 Num: 2 Par: 0 Año: 2003

« Anterior Página: 1 de 1 Siguiente »