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Author: Ardington, Carolyn

  • Author: Kasenene, Lillian
  • Author: McLeod, Warren
  • Author: Ncube, Geoffrey Shima
  • Author: Swartz, Jason
  • Author: Underhill, Les
  • Author: Uzera, Nehemia Puuaapo
  • Author: Wandmacher, Ralf
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    Some contributions to the analysis and construction of funds in South Africa

Author: Bailey, Geraldine

  • Author: Kasenene, Lillian
  • Author: McLeod, Warren
  • Author: Ncube, Geoffrey Shima
  • Author: Swartz, Jason
  • Author: Underhill, Les
  • Author: Uzera, Nehemia Puuaapo
  • Author: Wandmacher, Ralf
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    Robust portfolio construction controlling the alpha-weight angle

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    Quantitative Models for Prudential Credit Risk Management
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    Quantitative models for prudential credit risk management
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    Exploring the dynamics of impact investments in Botswana: the case of asset managers and owners
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    Quantifying the impact of adding an unlisted credit asset to a portfolio of listed credit assets
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    An investigation into the style and asset class adjusted performance of South African multi-asset funds
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    Asset allocation and Regulation 28
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    Quantitative Methods in Development Finance
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    IMPACT OF INTANGIBLE ASSETS ON MARKET VALUE: AN ANALYSIS OF TÜRKIYE*
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    Simulation of asset prices using Lévy processes
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    South African asset manager perceptions on the integration of climate change risks into equity investment decision-making processes
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    Alternative distributions in the Black-Litterman model of asset allocation
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    Sequential Calibration of Asset Pricing Models to Option Prices
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    Pricing multi-asset options in exponential levy models
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    Strategic asset selection taxonomy : fund of hedge funds
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    An assessment of the application of cluster analysis techniques to the Johannesburg Stock Exchange
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    Fourier pricing of two-asset options: a comparison of methods
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    The ability of renewable energy assets to attract private investment: factors and considerations that influence an investor's decision to invest into South African assets with a renewable energy exposure
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    A decentralised asset registry to expand access to finance for the agricultural sector in South Africa
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    Designing Net Asset-Based Income-Splitting Rules under Dual Income Tax
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    Gaussian process regression approach to pricing multi-asset American options
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    Constructing efficient multi-asset class portfolios: Top-down or bottom-up?
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    Accurate estimation of risk when constructing efficient portfolios for the capital asset pricing model
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    Developing a foundation for a globally coordinated approach to the taxation of crypto-asset transactions
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    A quantitative analysis of factors influencing housing demand in SA

Similar Items: Some contributions to the analysis and construction of funds in South Africa

  • Similar Items: Options and volatility effects in South Africa
  • Similar Items: INTROSTAT (Statistics textbook)
  • Similar Items: A Descriptive analysis of the various sources of portfolio risk on the Namibian Stock...
  • Similar Items: Robust portfolio construction controlling the alpha-weight angle
  • Similar Items: Robust portfolio construction using sorting signatures
  • Similar Items: Enhancements to the Markowitz mean-variance optimisation process of asset allocation
  • Similar Items: The descriptive analysis of the Botswana stock exchange
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    Options and volatility effects in South Africa
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    A time series approach to the monetary sector of the South African economy
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    An initial analysis of South African mutual fund expenses
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    Hedge fund factorisation and benchmarking: Understanding hedge fund performance, benchmarking and the reward system for hedge fund managers
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    Does doing good, do good : an investigation into SRI fund performance in South Africa
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    A comparison of the returns of 'Regulation 28' compliant and non-compliant funds in South Africa
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    A Shariah compliant private equity fund : compatibility in South Africa
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    An initial analysis of African Mutual Fund Fees and expenses
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    An assessment of the style and performance of South African institutional fund managers
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    Active share, fund style and performance
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    Portfolio construction in South Africa with regard to the exchange rate
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    The analysis of some bivariate astronomical time series
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    Optimal asset allocation for South African pension funds under the revised Regulation 28
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    An investigation into performance persistence amongst South African general equity unit trusts funds - for the period 2000 to 2011
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    Contributions to statistical machine learning algorithm
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    A contribution to adaptive robust estimation
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    Some statistical aspects of LULU smoothers
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    Selecting the best model for predicting a term deposit product take-up in banking
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    Exact powers of some multivariate test criteria
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    A contribution to the solving of non-linear estimation problems
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    Contributions to the theory of generalized inverses, the linear model and outliers
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    Constructing growth reference curves for a cohort of South African children
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    Contributions to spatial uncertainty modelling in GIS : small sample data
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    Some Topological Indices on a Graph of Finite Free Semilattices

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