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Browsing Gordon Institute of Business Science (GIBS) by Postgraduate "Fourie, Nicolene"

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Optimising the performance of a style-based investment strategy on the Johannesburg Stock Exchange to protect against a market downturn using dynamic, synthetic option-based portfolio insurance

Fourie, Nicolene (University of Pretoria, 2014)

Various equity investment styles have been developed and documented extensively in recent history – these styles have, in certain cases, outperformed the broader market. Muller and Ward (2013) have done extensive research ...

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