An assessment of the style and performance of South African institutional fund managers
type: CreativeWork
description: This paper aims to expand on the growing area of fund style classification and benchmarking research in developed markets by extending such analyses to the South African context. ... A differentiating feature of this study is both the style indices used and the sample of fund manager return data in the South African context. The style indices used were sourced from A-DEX, which unlike those used in Scher and Muller (2005) comprise a greater sample of JSE listed companies and are fully tradable. Furthermore, the data sample compiled by RisCura Solutions (Pty) Ltd and contains returns from a total of sixty South African institutional fund managers. ... The current study analyses one of the largest samples of institutional manager return data in the South African context.
abstract: This paper aims to expand on the growing area of fund style classification and benchmarking research in developed markets by extending such analyses to the South African context. ... A differentiating feature of this study is both the style indices used and the sample of fund manager return data in the South African context. The style indices used were sourced from A-DEX, which unlike those used in Scher and Muller (2005) comprise a greater sample of JSE listed companies and are fully tradable. Furthermore, the data sample compiled by RisCura Solutions (Pty) Ltd and contains returns from a total of sixty South African institutional fund managers. ... The current study analyses one of the largest samples of institutional manager return data in the South African context.
author: Moore, David
language: eng
date published: 2013
date modified: 2026-07-22T22:22:42Z
provider: University of Cape Town
publisher: Networked Digital Library of Theses and Dissertations
type: WebPage
source organization: Department of Finance and Tax

PropertyValue
property ID: Handle
value: http://hdl.handle.net/11427/12362