Seasonal timing using put option portfolio protection on the Johannesburg Securities Exchange
dc.contributor.author | Muller, C. | |
dc.contributor.author | Ward, Michael | |
dc.contributor.email | mike.ward@up.ac.za | en |
dc.date.accessioned | 2008-05-28T06:20:25Z | |
dc.date.available | 2008-05-28T06:20:25Z | |
dc.date.issued | 2006 | |
dc.description.abstract | No abstract available | en |
dc.format.extent | 119437 bytes | |
dc.format.mimetype | application/pdf | |
dc.identifier.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] | en |
dc.identifier.issn | 1029-3523 | |
dc.identifier.uri | http://hdl.handle.net/2263/5620 | |
dc.language.iso | en | en |
dc.publisher | Investment Analysts Society of Southern Africa | en |
dc.rights | Investment Analysts Society of Southern Africa | en |
dc.subject | Market timing strategy | en |
dc.subject | Johannesburg Stock Exchange (JSE) | en |
dc.subject | Seasonality in the JSE | en |
dc.subject | Portfolio protection | en |
dc.subject.lcsh | Investments | en |
dc.title | Seasonal timing using put option portfolio protection on the Johannesburg Securities Exchange | en |
dc.type | Article | en |