Persistence of alpha in South African general equity unit trusts
The ability of active managers to produce consistent benchmark-beating returns is a topic that has been widely debated with increasing interest over the past decade. The majority of previous studies in which persistence of performance is tested consider a fund's ability to maintain its relative...
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Format: | Dissertation |
Language: | English |
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University of Cape Town
2018
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Online Access: | http://hdl.handle.net/11427/28316 |