Aspects of volatility targeting for South African equity investors
We consider so-called volatility targeting strategies in the South African equity market. These strategies are aimed at keeping the volatility of a portfolio consisting of a risky asset, typically an equity index, and cash fixed. This is done by changing the allocation of the assets based on an indi...
| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
AOSIS
2014-11-01
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| coleção: | South African Journal of Economic and Management Sciences |
| Acesso em linha: | https://sajems.org/index.php/sajems/article/view/662 |