The role of gold bullion in South African balanced portfolios
Year of publication: |
March-September 2016
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Authors: | Bradfield, D. J. ; Munro, B. |
Published in: |
South African journal of accounting research. - Abingdon, Oxon : Taylor & Francis, ISSN 1029-1954, ZDB-ID 2896828-1. - Vol. 30.2016, 1/2, p. 172-186
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Subject: | Gold Bullion | Asset Allocation | Efficient Frontier | Mean-Variance Optimisation | Non-Parametric Optimisation | Tactical Asset Allocation | Economic Regimes | Portfolio-Management | Portfolio selection | Gold | Südafrika | South Africa | Mathematische Optimierung | Mathematical programming |
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