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All-Weather Portfolio
Mini Dissertation (MBA)--University of Pretoria, 2017.
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| Other Authors: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
University of Pretoria
2018
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| _version_ | 1867613710283964416 |
|---|---|
| access_status_str | Open Access |
| author2 | Muller, Chris |
| author_browse | Muller, Chris |
| author_facet | Muller, Chris |
| collection | Thesis |
| dc_rights_str_mv | © 2018 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. |
| description | Mini Dissertation (MBA)--University of Pretoria, 2017. |
| format | Thesis |
| id | oai:repository.up.ac.za:2263/64821 |
| institution | University of Pretoria (South Africa) |
| language | English |
| last_indexed | 2026-06-10T12:40:28.124Z |
| license_str | Other — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository |
| publishDate | 2018 |
| publishDateRange | 2018 |
| publishDateSort | 2018 |
| publisher | University of Pretoria |
| publisherStr | University of Pretoria |
| record_format | dspace |
| source_str | UPSpace — University of Pretoria Institutional Repository |
| spelling | oai:repository.up.ac.za:2263/64821 All-Weather Portfolio Muller, Chris ichelp@gibs.co.za Steyn, Herman UCTD Mini Dissertation (MBA)--University of Pretoria, 2017. The Weather Effect, where stock returns are affected by investors as a result of weatherinduced mood changes, has been found on various stock exchanges. Pizulito and Roncone (2016) argued that The Weather Effect could be a profitable market strategy. This research report investigated the usefulness of this phenomenon for predicting future returns on the JSE and thereby creating an investment style, through the use of the style engine built by Muller and Ward (2013). The research results revealed that the influence of the weather on stock returns is weak at best and cannot be used as an investment style. Previous concerns, as raised by Kim (2017) regarding data mining in providing evidence of The Weather Effect has been confirmed by this study lt2018 Gordon Institute of Business Science (GIBS) MBA Unrestricted 2018-05-11T09:02:31Z 2018-05-11T09:02:31Z 30-03-18 2017 Mini Dissertation Steyn, H 2017, All-Weather Portfolio, MBA Mini Dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/64821> http://hdl.handle.net/2263/64821 en © 2018 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. application/pdf University of Pretoria |
| spellingShingle | UCTD All-Weather Portfolio |
| title | All-Weather Portfolio |
| title_full | All-Weather Portfolio |
| title_fullStr | All-Weather Portfolio |
| title_full_unstemmed | All-Weather Portfolio |
| title_short | All-Weather Portfolio |
| title_sort | all weather portfolio |
| topic | UCTD |
| url | http://hdl.handle.net/2263/64821 |