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Author: Rajaratnam, Kanshukan

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An investigation into reference-day risk-free metrics in the context of modern portfolio theory on the JSE

Similar Items: An investigation into reference-day risk-free metrics in the context of modern portfolio theory on the JSE

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Short-term return reversion on the JSE
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Sequence of return risk in South African post-retirement portfolios: the effectiveness of volatility-focused asset allocation strategies to address sequence and associated risks
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Dynamic and robust estimation of risk and return in modern portfolio theory
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The impact of macroeconomic variables on the Johannesburg Stock Exchange (JSE) indices
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Performance determinants of foreign currency bonds issued by JSE-listed companies? An indexation approach
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