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