Similar Items: A framework for evaluating the benchmark risk of South African equity portfolios
- A risk-budgeting framework for the combination of factor equity portfolios
- Risk parity and other risk based portfolio allocation approaches in South African and international equity markets
- Evaluation of the South African equity markets in a value-at-risk framework
- Investigating stochastic portfolio theory with applications to the South African equity market
- Private equity as an asset class in an institutional portfolio: a South African perspective
- An analysis of value creation in Private Equity portfolios
Author: Van Rensburg, Paul
- Long term portfolio construction
- Style anomalies on the Toronto Stock Exchange : a univariate, multivariate, style timing and portfolio sorting analysis
- Firm-specific attributes and the cross-section of JSE securities exchange returns
- Short-term return reversion on the JSE
- Asset allocation in the South African environment
- An evaluation of analysts' expectational data regarding firms listed on the JSE securities exchange
Author: Kruger, Ryan
- Considering the steps that could be taken by formal financial service providers to ensure increased access, by low-income individuals, to bank accounts, and to extended financial services, products and initiatives.
- Banking regulation: a Bayesian network approach to risk management
- Islamic finance: a low risk, value-adding alternative
- Predicting financial distress of JSE-Listed companies using Bayesian networks
- Analysis of non-synchronous trading effects on the pricing of Exchange Traded Products: an empirical analysis of the effects on ETP price volatility that result when the ETP instrument is listed on an exchange that is in a different time zone to that of the underlying securities basket
- Risk Management in South Africa Before, During, and After the 2008 Global Financial Crisis: An Application to Different Sectors