The influence of volatility spill-overs and market beta on portfolio construction

André Heymans; Wayne Peter Brewer

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Crossref Citations

1. The impact of reference-day risk on beta estimation and a proposed solution
Keshav Sahadev, Michael Ward, Chris Muller
Investment Analysts Journal vol: 47 issue: 4 first page: 327 year: 2018
doi: 10.1080/10293523.2018.1497126

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South African Journal of Economic and Management Sciences | ISSN: 1015-8812 (PRINT) | ISSN: 2222-3436 (ONLINE)