Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Peter Moores-Pitt"'
Publikováno v:
Investment Management & Financial Innovations, Vol 19, Iss 3, Pp 203-214 (2022)
Corrections to the article made on October 17, 2022The previous list of authors Richard Apau, Leward Jeke was changed to Richard Apau, Leward Jeke, Peter Moores-Pitt, Paul-Francois Muzindutsi, October 17, 2022. Explanation in the documents: Authors c
Externí odkaz:
https://doaj.org/article/a8db81c083c347b98003042fad2c4e80
Publikováno v:
Investment Management & Financial Innovations, Vol 18, Iss 2, Pp 106-117 (2021)
This study is aimed at investigating the volatility dynamics and the risk-return relationship in the South African market, analyzing the FTSE/JSE All Share Index returns for an updated sample period of 2009–2019. The study employed several GARCH ty
Externí odkaz:
https://doaj.org/article/0c12714f2afb442686499d47705ed513
Publikováno v:
Investment Management & Financial Innovations, Vol 18, Iss 1, Pp 236-249 (2021)
Questions regarding the specific factors that drive continuous cash allocations by investors into portfolios of actively managed funds, despite consistent underperformance, continue to remain an inexhaustive aspect of the literature that calls for fu
Externí odkaz:
https://doaj.org/article/7bd569f77cc34dbeb5eac15cdf51d3db
Publikováno v:
Economies, Vol 9, Iss 4, p 161 (2021)
This study assesses the effect of fund-level and systemic factors on the performance of mutual funds in the context of changing market conditions. A Markov regime-switching model is used to analyze the performance of 33 South African equity mutual fu
Externí odkaz:
https://doaj.org/article/937481c695e240d3873313bbc5333d1a
Publikováno v:
South African Journal of Economics. 90:75-92
Publikováno v:
Investment Management & Financial Innovations, Vol 18, Iss 2, Pp 106-117 (2021)
This study is aimed at investigating the volatility dynamics and the risk-return relationship in the South African market, analyzing the FTSE/JSE All Share Index returns for an updated sample period of 2009–2019. The study employed several GARCH ty
Publikováno v:
African Journal of Business and Economic Research. 16:67-93
Publikováno v:
Investment Management & Financial Innovations, Vol 18, Iss 1, Pp 236-249 (2021)
Questions regarding the specific factors that drive continuous cash allocations by investors into portfolios of actively managed funds, despite consistent underperformance, continue to remain an inexhaustive aspect of the literature that calls for fu
Publikováno v:
Economies
Volume 9
Issue 4
Economies, Vol 9, Iss 161, p 161 (2021)
Volume 9
Issue 4
Economies, Vol 9, Iss 161, p 161 (2021)
This study assesses the effect of fund-level and systemic factors on the performance of mutual funds in the context of changing market conditions. A Markov regime-switching model is used to analyze the performance of 33 South African equity mutual fu
Publikováno v:
Studies in Economics and Econometrics. 43:29-54
Recent South African empirical tests of the ability of equity to act as a hedge against inflation have generally relied on conventional cointegration tests that assume symmetric adjustment between ...