Browsing Economic and Management Sciences by Subject "Omega ratio"
Now showing items 1-3 of 3
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Comparing different exchange traded funds in South Africa based on volatility and returns
(North West University, 2014)Increasing sophistication of exchange traded fund (ETF) indexation methods required that a comparison be drawn between various methodologies. A performance and risk evaluation of four pre-selected ETF indexation categories ... -
Evaluating novel hedge fund performance measures under different economic conditions
(2014)Performance measurement is an integral part of investment analysis and risk management. Investment performance comprises two primary elements, namely; risk and return. The measurement of return is more straightforward ... -
Performance of socially responsible investment funds in South Africa
(2015)Socially responsible investing has presented itself as a growing, multifaceted, advanced and sophisticated investment philosophy. Socially responsible investment (SRI) involves incorporating social, ethical and responsible ...