Establishing the risk denominator in a Sharpe ratio framework for share selection from a momentum investment strategy approach

Chris van Heerden

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1. Offshore property investment and market performance of South African REITs: a regime-switching CAPM analysis
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Journal of Property Investment & Finance year: 2025
doi: 10.1108/JPIF-10-2024-0128

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