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    Application of fundamental indexation for South African equities 

    Engel, Joswil Scott (University of the Western Cape, 2014)
    The primary objectives of this research are to determine whether indices constructed from fundamental attributes of ALSI constituents outperform indices weighted by market capitalisations; and whether the performance of ...

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    Author
    Engel, Joswil Scott (1)
    SubjectAsset allocation (1)Asset pricing (1)Efficient market hypothesis (EMH) (1)Fundamental indexation (1)Investor overreaction (1)Rebalancing (1)Size effect (1)Value effect (1)... View MoreDate Issued2014 (1)

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