Volume 4, issue 5, October 2003
7 articles in this issue
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Region, sector and style selection in global equity markets
Authors
- Ronald van Dijk
- Tjeert Keijzer
- Content type: Paper
- Published: 01 February 2004
- Pages: 293 - 307
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The long-term performance of UK stocks after making rights issues
Authors
- Simon Harris
- Content type: Paper
- Published: 01 February 2004
- Pages: 308 - 317
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Time and the payoff to value investing
Authors
- Roland Rousseau
- Paul van Rensburg
- Content type: Paper
- Published: 01 February 2004
- Pages: 318 - 325
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On the information ratio of tactical asset allocation
Authors
- Mark Lundin
- Content type: Paper
- Published: 01 February 2004
- Pages: 326 - 333
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Explaining the cross-section of returns in South Africa: Attributes or factor loadings?
Authors
- Paul van Rensburg
- Michael Robertson
- Content type: Paper
- Published: 01 February 2004
- Pages: 334 - 347
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An analysis of the equity risk premium
Authors
- Rakesh Bali
- Hany Guirguis
- Content type: Paper
- Published: 01 February 2004
- Pages: 348 - 360