Enhancing Global Equity Returns with Trend- Following and Tail Risk Hedging Overlays
| dc.contributor.author | Schwalbach, João Bruno Meneses | |
| dc.contributor.supervisor | Auret, Christo | |
| dc.date.accessioned | 2026-01-28T11:56:48Z | |
| dc.date.issued | 2025 | |
| dc.description | A research report submitted in fulfillment of the requirements for the Doctor of Philosophy, in the Faculty of Commerce Law and Management, School of Economics and Finance, University of the Witwatersrand, Johannesburg, 2025 | |
| dc.description.submitter | MM2026 | |
| dc.faculty | Faculty of Commerce, Law and Management | |
| dc.identifier | 0000-0002-9363-9027 | |
| dc.identifier.citation | Schwalbach, João Bruno Meneses . (2025). Enhancing Global Equity Returns with Trend- Following and Tail Risk Hedging Overlays[Master`s dissertation, University of the Witwatersrand, Johannesburg]. WIReDSpace. | |
| dc.identifier.uri | https://hdl.handle.net/10539/47939 | |
| dc.language.iso | en | |
| dc.publisher | University of the Witwatersrand, Johannesburg | |
| dc.rights | © 2025 University of the Witwatersrand, Johannesburg. All rights reserved. The copyright in this work vests in the University of the Witwatersrand, Johannesburg. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of University of the Witwatersrand, Johannesburg. | |
| dc.rights.holder | University of the Witwatersrand, Johannesburg | |
| dc.school | WITS Business School | |
| dc.subject | UCTD | |
| dc.subject | Global Equity Returns | |
| dc.subject | Tail Risk | |
| dc.subject.primarysdg | SDG-8: Decent work and economic growth | |
| dc.title | Enhancing Global Equity Returns with Trend- Following and Tail Risk Hedging Overlays | |
| dc.type | Dissertation |