Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 5 of 5 for “"Bear markets"”.
-
Active bear, passive bull: a comparative analysis of active and passive investing during and bear market runs in South Africa
… the analysis evaluated the South African markets' level of information efficiency using the efficient market hypothesis. Methodology: The portfolios used within the study are self-derived, and the weightings are rebalanced to allow new entrants to enter the market. This study will make use …
-
Essays in capital markets
… of features that have characterized financial markets in the past three decades: substantial financial innovation; a sharp increase in investor participation; improved risk management practices; an increase in interest rates; and a reduction in the risk premium. In the second chapter, we study …
-
Nonlinear Markov switching analysis of economic and stock market dynamics for emerging market economies
… market economies as well as between emerging markets and advanced economies. First, the study charecterizes and provides benchmark chronologies of business and stock market cycles for a diverse group of emerging market economies based on hidden Markov models that are robust to potential …
-
Application of Regime Switching and Random Matrix Theory for Portfolio Optimization
… are associated with low volatility, while bear markets with negative mean returns have high volatility. The correlation of asset returns also show asymmetry with greater correlation being found during stock market downturns. In view of the large portfolio losses from correlated negative …