Search Results - Muller, Chris

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  1. Large and small funds : institutional versus boutique fund effects on unit trust investment performance

    Published 2013
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  2. Copy cat unit trust investment strategies in high cost structure environments

    Published 2013
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  3. Fourier transform based investment styles on the Johannesburg Stock Exchange

    Published 2014
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  4. Wavelet analysis of intraday share prices

    Published 2015
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  5. Determining whether active investment, using a combination of investment styles, out-performs passive investment

    Published 2015
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  6. The benefits of adding a cost function to Tobin’s q as an investment style on the JSE

    Published 2015
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  7. Optimising the performance of a style-based investment strategy on the Johannesburg Stock Exchange to protect against a market downturn using dynamic, synthetic option-based portfo...

    Published 2015
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  8. Are South African firms holding more cash than before?

    Published 2016
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  9. The implications of forcing beta from one down towards beta neutrality on key risk and return and other measures in long only mean variance efficient equity portfolios

    Published 2016
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  10. Capital asset pricing model (CAPM) applicability in the South African context and alternative pricing models

    Published 2016
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  11. Optimal composition of hedge fund replicators in South Africa

    Published 2017
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  12. All-Weather Portfolio

    Published 2018
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  13. The role of market timing and security selection in hedge fundsÕ returns to investors in South Africa

    Published 2018
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  14. Headline differences between sector valuations on the Johannesburg Stock Exchange : market timing opportunities

    Published 2018
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  15. Transforming PiotroskiÕs (binary) F-score into a real one

    Published 2018
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  16. Practical hedge fund strategy to front run index funds on the JSE

    Published 2020
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  17. The financial cost of ESG investing in the Johannesburg Stock Exchange (JSE)

    Published 2023
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  18. ETFs on the Johannesburg Stock Exchange: A comparative analysis of returns with actively managed funds by Mate, Rikki

    Published 2024
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  19. The impact of vehicle telematics-based insurance rewards on the driving behaviour of short-term insurance policyholders by Ndlovu, Mbongeni

    Published 2024
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  20. The performance of an optimised blend of quality metrics against the JSE Allshare index by Parker, Nonduduzo

    Published 2024
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