Van Dyk, Francois; van Vuuren, Gary; Heymans, Andre(The Clute Institute, 2014-05)
The Sharpe ratio is widely used as a performance evaluation measure for traditional (i.e., long only) investment funds as well as less-conventional funds such as hedge funds. Based on mean-variance theory, the Sharpe ratio ...
Badenhorst-Weiss, Johanna Adolphina; Cilliers, Jacoba Orpha; Eicker, Themari(2014)
The rationale for this study is to determine how independent formal small retail and wholesale businesses compete against increasing competition mainly from large retail chains located in new shopping malls in Soweto. ...
van Dyk, Francois; van Vuuren, Gary; Heymans, Andre(Clute Institute, 2014-11)
The Sharpe ratio is widely used as a performance measure for traditional (i.e., long only) investment funds, but because it is based on mean-variance theory, it only considers the first two moments of a return distribution. ...
Van Dyk, Francois; van Vuuren, Gary; Heymans, Andre(The Clute Institute, 2014-07)
The Sharpe ratio is widely used as a performance evaluation measure for traditional (i.e., long only) investment funds as well as less-conventional funds such as hedge funds. Based on mean-variance theory, the Sharpe ratio ...
Given ongoing advocacy for the institutionalisation of derivatives trading in sub-
Saharan Africa (SSA) as a convenient way for enhancing regional countries’ growth
prospects, this study examines the impact of derivatives ...