Articles by Author: Chris Muller

Search results for Chris Muller

We found 163 results for you
  1. The impact of reference-day risk on beta estimation and a proposed solution

    The impact of reference-day risk on beta estimation and a proposed solution

    Item type: Journal Article • Journal: Investment Analysts Journal
    The ability to accurately estimate systematic risk (or beta) when reference-day risk is considered, is an ineluctable requirement for all applications of the capital asset pricing model (CAPM).
  2. The winner takes it all: Outperformance drives subsequent flows in South African Unit Trust Funds

    The winner takes it all: Outperformance drives subsequent flows in South African Unit Trust Funds

    Item type: Journal Article • Journal: Investment Analysts Journal
    The relationship between unit trust (mutual fund) performance and subsequent investment flows into and out of funds has been the focus of many international studies. Emerging markets, which are characterised by higher risk, weaker institutions, volatile economies and fewer participants,...
  3. The investment return puzzle on the Johannesburg Stock Exchange

    The investment return puzzle on the Johannesburg Stock Exchange

    Item type: Journal Article • Journal: Investment Analysts Journal
    Firms that invest into positive net present value projects should outperform firms that do not invest. Surprisingly, several studies on United States data have found a negative relationship between capital investment and subsequent shareholder return. There are conflicting explanations for...
  4. JOINT SPECTRAL SETS

    JOINT SPECTRAL SETS

    Item type: Journal Article • Journal: Quaestiones Mathematicae
    We consider the problem: if S,TEB(H) are commuting operators with von Neumann spectral sets X and Y respectively, does it imply that X x Y is a joint spectral set for the pair (S,T)?
  5. SECOND-ORDER BOOLEAN ALGEBRAS

    SECOND-ORDER BOOLEAN ALGEBRAS

    Item type: Journal Article • Journal: Quaestiones Mathematicae
    Opgedra aan Prof. Hennie Schutte by geleentheid van sy sestigste verjaarsdag.
  6. POWER STRUCTURES AND LOGIC

    POWER STRUCTURES AND LOGIC

    Item type: Journal Article • Journal: Quaestiones Mathematicae
    This paper generalizes the concept of a power alge bra to that of a power structure, and gives three application of power structures to logic.
  7. QUOTIENTS OF 2-SUMMING ALGEBRAS

    QUOTIENTS OF 2-SUMMING ALGEBRAS

    Item type: Journal Article • Journal: Quaestiones Mathematicae
    A result of A.M. Mantero and A. Tonge is strengthened by giving an example of a commutative operator algebra which is semisimple but which is not the quotient algebra of a 2-summing Banach algebra by a closed ideal.
  8. Book Review

    Book Review

    Item type: Journal Article • Journal: Ostrich: Journal of African Ornithology