Simulating the impacts of cross-sectional return dispersion and the long-only constraint on funds that are benchmarked against the ALSI.
dc.contributor.author | Raubenheimer H | |
dc.date.accessioned | 2013-07-03T08:31:34Z | |
dc.date.available | 2013-07-03T08:31:34Z | |
dc.date.issued | 2012 | |
dc.description | Ekonomiese En Bestuurswetenskappe | |
dc.description | Nagraadse Bestuurskool | |
dc.description | Please help us populate SUNScholar with the post print version of this article. It can be e-mailed to: scholar@sun.ac.za | |
dc.identifier.uri | http://hdl.handle.net/10019.1/83099 | |
dc.title | Simulating the impacts of cross-sectional return dispersion and the long-only constraint on funds that are benchmarked against the ALSI. | |
dc.type | Proceedings International |