Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Using international diversification to enhance predicted equity index performance: a South African perspective
In the weak form, the Efficient Market Hypothesis (EMH) states that it is not possible to forecast the future price of an asset based on the information contained in the historical prices of that same asset. Under this assumption, the market behaves as a random walk and as a result, price forecastin...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Finance and Tax
2020
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: Using international diversification to enhance predicted equity index performance: a South African perspective
- Diversification, ownership structure and firm performance: A South African case study
- Are there benefits to diversification across the largest African stock markets?
- Private equity as an asset class in an institutional portfolio: a South African perspective
- The cost of equity capital in a regulatory environment: an international comparison
- Performance and performance persistance in South African General Equity unit trusts, a test of South African market efficiency
- The disposition effect in South African Equity markets