Dynamics among global asset portfolios

T Bratis, NT Laopodis, GP Kouretas - The European Journal of …, 2020 - Taylor & Francis
We examine the dynamic correlations among several global financial assets with an eye to
potential portfolio diversification benefits during the 2008 US financial crisis and EMU …

[BOOK][B] Long-and short-run dynamics between South African hedge funds and the equity market

M Santangelo - 2020 - search.proquest.com
The hedge fund industry in South Africa has undergone positive changes in terms of both
regulation and structure since 2007. These changes provide an opportunity to utilise hedge …