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Browsing Research Articles (Actuarial Science) by UP Author "Taljaard, Byran Hugo"
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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 ...
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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 ...