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Browsing University of Pretoria: Research Output by Postgraduate "Taljaard, Byran Hugo"

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Investigating stochastic portfolio theory with applications to the South African equity market

Taljaard, Byran Hugo (University of Pretoria, 2015)

Stochastic Portfolio Theory (SPT) as a methodology aims to move away from the e cient market hypothesis which was developed mainly as a way of explaining the relationship between risk and returns. SPT attempts to ...

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