Potential gains from sector timing on the JSE

Magister Commercii - MCom (Business and Finance) === This study investigates the effectiveness of sector timing on the JSE by evaluating the likely outcomes from switching between the resource and financial-industrial indices using Monte Carlo simulations over the period from 31 January 2002 to 31 D...

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Bibliographic Details
Main Author: Carlie, Mugammad Mujaheed
Other Authors: Hsieh, Heng-Hsing
Language:en
Published: University of Western Cape 2018
Online Access:http://hdl.handle.net/11394/6077