Similar Items: Low volatility alternative equity indices
- Understanding the low volatility anomaly in the South African equity market
- Non-parametric volatility measurements and volatility forecasting models
- Multivariate volatility modelling in modern finance
- Options and volatility effects in South Africa
- Measuring Return and Volatility Interactions Across GCC Equity Indices and Cryptocurrencies
- Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data
Author: Bradfield, David
- Robust portfolio construction: using resampled efficiency in combination with covariance shrinkage
- Covariance matrix estimation methods for constrained portfolio optimization in a South African setting
- Low volatility alternative equity indices
- Enhanced minimum variance optimisation: a pragmatic approach
- The optimal asset allocation for South African real return investors
- A framework for regime identification and asset allocation