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- W1603770454 abstract "Extracted from text ... Seasonal timing using put option portfolio protection on the Johannesburg Securities Exchange Investment Analysts Journal - No. 64 2006 5 Seasonal timing using put option portfolio protection on the Johannesburg Securities Exchange 1. INTRODUCTION* Market timing is generally described as a strategy of switching between asset classes in anticipation of significant economic changes. In contrast to selecting individual securities for a portfolio, market timing seeks to switch or weight entire portfolios into particular asset classes. Jeffery (1984), in his seminal article titled The Folly of Stock Market Timing, showed that perfect timing ability in switching between an equity index on .." @default.
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- W1603770454 date "2006-01-01" @default.
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- W1603770454 title "Seasonal timing using put option portfolio protection on the Johannesburg Securities Exchange" @default.
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- W1603770454 doi "https://doi.org/10.1080/10293523.2006.11082479" @default.
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