Browsing Faculty of Economic and Management Sciences by Subject "EMH"
Now showing items 1-1 of 1
-
The influence of volatility spill-overs and market beta on portfolio construction
(University of Pretoria, Dept Economics, 2015)This study adds to Modern Portfolio Theory (MPT) by providing an additional measure to market beta in constructing a more efficient investment portfolio. The additional measure analyses the volatility spill-over effects ...