A comparison of mean-variance and mean-semivariance optimisation on the JSE
Jiten Vasant; Laurent Irgolic; Ryan Kruger; Kanshukan Rajaratnam
| Year of publication: |
2014
|
|---|---|
| Authors: | Vasant, Jiten ; Irgolic, Laurent ; Kruger, Ryan ; Rajaratnam, Kanshukan |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 30.2014, 6, p. 1587-1596
|
| Subject: | Semivariance | Johannesburg Stock Exchange | Optimisation | Mean-Variance | Südafrika | South Africa | Portfolio-Management | Portfolio selection | Börsenhandel | Stock exchange trading | CAPM | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010470487