n Investment Analysts Journal - A decomposition of style-based risk on the JSE

Volume 2001, Issue 54
  • ISSN : 1029-3523
  • E-ISSN: 2077-0227
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Extracted from text ... THE INVESTMENT ANALYSTS JOURNAL Number 54 - Part 4 P van Rensburg* A decomposition of style-based risk on the JSE *Professor of Finance, School of Management Studies, University of Cape Town and Head of Research, Futuregrowth Asset Management, 3rd Floor, Great Westerford, Main Road, Rondebosch 7700, Republic of South Africa. The author would like to thank Lars Hagenbuch for his assistance in preparing the data that was used in this study and to Jiang Zhu and Teresa van Rensburg for their research assistance. Email: paul@commerce.uct.ac.za 1. Introduction South African finance research has often taken its lead from prominent trends in ..

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