https://commons.ru.ac.za/vital/access/manager/Index en-us 5 The current role of modern portfolio theory in asset management practice in South Africa https://commons.ru.ac.za/vital/access/manager/Repository/vital:965 Wed 12 May 2021 22:34:52 SAST ]]> An empirical analysis of the long-run comovement, dynamic returns linkages and volatility transmission between the world major and the South African stock markets https://commons.ru.ac.za/vital/access/manager/Repository/vital:970 Wed 12 May 2021 16:38:44 SAST ]]> The covariation of South African and foreign equity returns during bull and bear runs : implications for portfolio diversification https://commons.ru.ac.za/vital/access/manager/Repository/vital:944 Thu 13 May 2021 06:43:34 SAST ]]> Volatility transmission across South African financial markets: does the bull – bear distinction matter? https://commons.ru.ac.za/vital/access/manager/Repository/vital:1106 Thu 13 May 2021 04:55:22 SAST ]]> Cointegration, causality and international portfolio diversification : investigating potential benefits to a South African investor https://commons.ru.ac.za/vital/access/manager/Repository/vital:962 Thu 13 May 2021 04:48:02 SAST ]]> Sectoral co-integration and portfolio diversification benefits: a business cycle examination of South African equity sectors https://commons.ru.ac.za/vital/access/manager/Repository/vital:38521 Thu 13 May 2021 02:18:58 SAST ]]>