n South African Actuarial Journal - Articles in other journals

Volume 6, Issue 1
  • ISSN : 1680-2179


This study analyses the problem of allocating assets between global and local equities with reference to the MSCI World Index and the JSE All-share Index over three- and five-year review periods between 1970 and 2002. Simple ex-ante strategies are identified that showed significant out-performance of the South African market.

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