Browsing by Author "Raubenheimer, Heidi"

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Concentration in the South African equity market and its implied restrictions on the long only equity fund manager's opportunity set

Author: Raubenheimer, Heidi Date: 2010 South Africa‟s Equity market provides a large (in terms of volume) but concentrated investment environment. Domestic pension funds are restricted from diversifying globally and are thus faced with a restricted set of investment opportunities. ... Read more
Contributions to modern portfolio theory

Author: Raubenheimer, Heidi Date: 2001 Fund managers and investors are confronted with the problem of selecting a single investment portfolio from a large number of possible combinations of available assets. In South Africa the set of possible portfolios has become even larger ... Read more

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