Browsing by Postgraduate "Gray, Peter John"

Browsing by Postgraduate "Gray, Peter John"

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  • Risk parity and volatility timing on the Johannesburg Stock Exchange 
    Gray, Peter John (University of Pretoria, 2018)
    Risk parity has been described as a relatively new approach to portfolio creation that has been gaining popularity (Sullivan, 2010). Under risk parity, the efficient portfolio is created by weighting assets by their risk ...