Similar Items: A time-series and cross-sectional momentum strategy: Dual momentum applied from a South African perspective
- The profitability of momentum investing
- Essays on momentum in frontier equity markets
- Fundamental momentum : a new approach to investment analysis
- Fundamental momentum on the Johannesburg Stock Exchange
- Fundamental momentum as an investment timing indicator for value portfolios
- Investor trading behavior: empirical evidence from the Egyptian stock exchange
Author: van Rensburg, Paul
- The Impact Of Divestitures (Spin-offs And Sell-offs) Announcements On The Share Price Performance Of Parent’s Companies: South African Listed Companies
- An investigation into South African property unit trusts: do active managers add value to investors?
- Short Interest and the Cross-Section of S&P500 Share Returns
- An investigation into the style and asset class adjusted performance of South African multi-asset funds
- Constructing low cost core-satellite portfolios with multiple risk constraints: practical applications to Robo advising in South Africa using active, passive and smart-beta strategies
- A time-series and cross-sectional momentum strategy: Dual momentum applied from a South African perspective