All-Weather Portfolio

dc.contributor.advisorMuller, Chris
dc.contributor.emailichelp@gibs.co.za
dc.contributor.postgraduateSteyn, Herman
dc.date.accessioned2018-05-11T09:02:31Z
dc.date.available2018-05-11T09:02:31Z
dc.date.created30-03-18
dc.date.issued2017
dc.descriptionMini Dissertation (MBA)--University of Pretoria, 2017.
dc.description.abstractThe Weather Effect, where stock returns are affected by investors as a result of weatherinduced mood changes, has been found on various stock exchanges. Pizulito and Roncone (2016) argued that The Weather Effect could be a profitable market strategy. This research report investigated the usefulness of this phenomenon for predicting future returns on the JSE and thereby creating an investment style, through the use of the style engine built by Muller and Ward (2013). The research results revealed that the influence of the weather on stock returns is weak at best and cannot be used as an investment style. Previous concerns, as raised by Kim (2017) regarding data mining in providing evidence of The Weather Effect has been confirmed by this study
dc.description.availabilityUnrestricted
dc.description.degreeMBA
dc.description.departmentGordon Institute of Business Science (GIBS)
dc.description.librarianlt2018
dc.identifier.citationSteyn, H 2017, All-Weather Portfolio, MBA Mini Dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/64821>
dc.identifier.urihttp://hdl.handle.net/2263/64821
dc.language.isoen
dc.publisherUniversity of Pretoria
dc.rights© 2018 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria.
dc.subjectUCTD
dc.titleAll-Weather Portfolio
dc.typeMini Dissertation

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