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Subject
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Börsenhandel 1 CAPM 1 Capital income 1 Johannesburg Stock Exchange 1 Kapitaleinkommen 1 Mean-Variance 1 Optimisation 1 Portfolio selection 1 Portfolio-Management 1 Semivariance 1 South Africa 1 Stock exchange trading 1 Südafrika 1
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
Author
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Irgolic, Laurent 1 Kruger, Ryan 1 Rajaratnam, Kanshukan 1 Vasant, Jiten 1
Published in...
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The journal of applied business research 1
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ECONIS (ZBW) 1
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A comparison of mean-variance and mean-semivariance optimisation on the JSE
Vasant, Jiten; Irgolic, Laurent; Kruger, Ryan; … - In: The journal of applied business research 30 (2014) 6, pp. 1587-1596
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