Browsing Actuarial Science by Subject "Diversification"

Browsing Actuarial Science by Subject "Diversification"

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  • 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 ...
  • Improving our understanding of the equal weighted portfolio 
    Taljaard, Byran H. (University of Pretoria, 2022)
    This thesis analyses the performance of the equal weighted portfolio using an approach from stochastic portfolio theory. This framework allows for the decomposition of the relative performance of the equal weighted portfolio ...
  • 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 ...