Seasonal timing using put option portfolio protection on the Johannesburg Securities Exchange
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Date
Authors
Muller, C.
Ward, Michael
Journal Title
Journal ISSN
Volume Title
Publisher
Investment Analysts Society of Southern Africa
Abstract
No abstract available
Description
Keywords
Market timing strategy, Johannesburg Stock Exchange (JSE), Seasonality in the JSE, Portfolio protection
Sustainable Development Goals
Citation
Muller, C & Ward, M 2006, 'Seasonal timing using put option portfolio protection on the Johannesburg Securities Exchange', Investment Analysts Journal, vol. 64, pp. 5-14. [http://www.journals.co.za/ej/ejour_invest.html]