Interaction effects within factor investing in a South African context
The notion of portfolio tilting towards fundamental factors has been the subject of many empirical studies over the last few decades. With this being said, there is limited literature on the interaction effects between these individual factors. This dissertation focuses specifically on quality, valu...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2017
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| Online Access: | http://hdl.handle.net/11427/25531 |