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n Investment Analysts Journal - Identifying and correcting misclassified South African equity unit trusts using style analysis

Volume 2000, Issue 52
  • ISSN : 1029-3523
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Abstract

Extracted from text ... Number 52 - Part 2 M Robertson*, C Firer** and D Bradfield*** Identifying and correcting misclassified South African equity unit trusts using style analysis *School of Management Studies, University of Cape Town, Private Bag, Rondebosch 7700, Republic of South Africa. ** To whom all correspondence should be adressed. School of Management Studies, University of Cape Town, Private Bag, Rondebosch 7700, Republic of South Africa. Email: cfirer@commerce.uct.ac.za ***Department of Statistical Sciences, University of Cape Town, Private Bag, Rondebosch 7700, Republic of South Africa. 1. Introduction To constitute a style, an investment philosophy should be held in common by some group of ..

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/content/invest/2000/52/EJC46727
2000-01-01
2016-12-09

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