Unit trusts and portfolio selection on the Johannesburg Stock Exchange
The application of the standard techniques of portfolio selection on the 34 sectors comprising the JSE All Share index is undertaken for the three equal non-overlapping five-year periods between February 1965 and January 1980. Efficient portfolios in each period which carry the same risk as the mark...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
1982-12-01
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| Series: | South African Journal of Business Management |
| Online Access: | https://sajbm.org/index.php/sajbm/article/view/1194 |