Similar Items: A Markowitz mean-variance analysis of hedge fund investments for multi-asset class portfolio holders in South Africa
- Enhancements to the Markowitz mean-variance optimisation process of asset allocation
- Mean-variance hedging in an illiquid market
- Strategic asset selection taxonomy : fund of hedge funds
- An investigation into the style and asset class adjusted performance of South African multi-asset funds
- Hedge fund of funds investment process : a South African perspective
- Constructing efficient multi-asset class portfolios: Top-down or bottom-up?
Author: Kruger, Ryan
- Considering the steps that could be taken by formal financial service providers to ensure increased access, by low-income individuals, to bank accounts, and to extended financial services, products and initiatives.
- Banking regulation: a Bayesian network approach to risk management
- Islamic finance: a low risk, value-adding alternative
- Predicting financial distress of JSE-Listed companies using Bayesian networks
- Analysis of non-synchronous trading effects on the pricing of Exchange Traded Products: an empirical analysis of the effects on ETP price volatility that result when the ETP instrument is listed on an exchange that is in a different time zone to that of the underlying securities basket
- Risk Management in South Africa Before, During, and After the 2008 Global Financial Crisis: An Application to Different Sectors