2012
DOI: 10.22495/cocv9i2c2art3
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Return-based style analysis of domestic targeted absolute and real return unit trust funds in South Africa

Abstract: By means of return-based style analysis (RBSA), heterogeneous style sub-categories were identified within the targeted absolute and real return (TARR) category of the South African unit trust market to create a framework for sub-categorisation. The study dealt with TARR funds and their place within the investment universe. The literature review emphasised the importance of asset allocation, which supports the use of RBSA to identify asset allocation and further provided a motivation for the semi-strong form of… Show more

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