Similar Items: Capital asset pricing model (CAPM) applicability in the South African context and alternative pricing models
- An empirical evaluation of the capital asset pricing model in South Africa
- Sequential Calibration of Asset Pricing Models to Option Prices
- Evaluation of Asset Pricing Models in the South African Equities Market
- Accurate estimation of risk when constructing efficient portfolios for the capital asset pricing model
- Empirical testing of implied cost of equity in the capital asset pricing model using JSE listed companies
- The fama french five factor asset pricing model on the JSE
Author: Muller, Chris
- Transforming PiotroskiÕs (binary) F-score into a real one
- Wavelet analysis of intraday share prices
- Copy cat unit trust investment strategies in high cost structure environments
- The performance of an optimised blend of quality metrics against the JSE Allshare index
- Headline differences between sector valuations on the Johannesburg Stock Exchange : market timing opportunities
- The role of market timing and security selection in hedge fundsÕ returns to investors in South Africa