Browsing Research Articles (Actuarial Science) by Subject "Leakage"

Browsing Research Articles (Actuarial Science) by Subject "Leakage"

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  • 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 ...