Browsing by UP Author "Taljaard, Byran Hugo"

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Considering the use of an equal-weighted index as a benchmark for South African equity investors

Taljaard, Byran Hugo; Mare, Eben (Actuarial Society of South Africa, 2019)

We analyse and discuss the use of an equal-weighted index as an alternative to the market capitalisation weighted (cap-weighted) index as a benchmark for active equity portfolios in the South African equity market. Our ...
If the equal weighted portfolio is so great, why isn’t it working in South Africa?

Taljaard, Byran Hugo; Mare, Eben (NISC Pty (Ltd) and Informa Limited (trading as Taylor and Francis Group), 2021)

This paper considers the recent underperformance of the equal weighted portfolio of South African Top 40 stocks relative to the market capitalisation weighted portfolio. It highlights the impact of the increased concentration ...
Why has the equal weight portfolio underperformed and what can we do about it?

Taljaard, Byran Hugo; Mare, Eben (Routledge, 2021)

It is widely noted that market capitalisation weighted portfolios are inefficient and underperform an equal weighted portfolio over the long-term. However, at least since 2016, an equal weighted portfolio of stocks in the ...

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