Search Results - Division of Actuarial Science

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    A post-crisis investigation in to the performance of GARCH-based historical & analytical value-at-risk on the FTSE by De Alessi, Alessando

    Published 2014
    “…Division of Actuarial Science…”
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    Stock price fragility in an emerging market by Nairac, Jean-Michel

    Published 2014
    “…Division of Actuarial Science…”
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    Accurate estimation of risk when constructing efficient portfolios for the capital asset pricing model by Zwane, Samkelo Sifiso

    Published 2014
    “…Division of Actuarial Science…”
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    Monte Carlo methods for the estimation of value-at-risk and related risk measures by Marks, Dean

    Published 2015
    “…Division of Actuarial Science…”
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    Information theoretic measure of complexity and stock market analysis : using the JSE as a case study by Oyenubi, Adeola

    Published 2015
    “…Division of Actuarial Science…”
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    Analysis of CDO tranche valuation and the 2008 credit crisis by Muzenda, Nevison

    Published 2015
    “…Division of Actuarial Science…”
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    Extracting risk aversion estimates from option prices/implied volatility by Pillay, Aveshen

    Published 2015
    “…Division of Actuarial Science…”
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    New perspectives in the modelling of alpha by Flint, Emlyn James

    Published 2015
    “…Division of Actuarial Science…”
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    Interaction between firm-level variables and stock betas : a South African perspective by Yang, Yanni

    Published 2015
    “…Division of Actuarial Science…”
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    The Vyncke et al. solution for pricing European-style arithmetic Asian options by Floor, Justin David

    Published 2015
    “…Division of Actuarial Science…”
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    Spread, inventory and spot price volatility in the platinum market by Wilks, Megan

    Published 2015
    “…Division of Actuarial Science…”
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    An investigation into the effect of information on decision-making for members of defined contribution pension funds by Tagwira, Ruvimbo

    Published 2015
    “…Division of Actuarial Science…”
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    Using DEA to profile in-hospital surgeon services: A South African funder perspective by Abraham, Matan

    Published 2015
    “…Division of Actuarial Science…”
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    Analysis of fertility estimates in Zimbabwe : A comparison of the census and DHS data by Madari, Zvikomborero T R

    Published 2015
    “…Division of Actuarial Science…”
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    The effect of security return dispersion on performance measurement in a South African context by Gething, Bryce A

    Published 2015
    “…Division of Actuarial Science…”
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    Stochastic time-changed Lévy processes with their implementation by Sihlobo, Odwa

    Published 2015
    “…Division of Actuarial Science…”
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    Reinsurance and dividend management by Marufu, Humphery

    Published 2015
    “…Division of Actuarial Science…”
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    Alternative distributions in the Black-Litterman model of asset allocation by Mbofana, Stewart

    Published 2015
    “…Division of Actuarial Science…”
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    Statistical arbitrage in South African equity markets by Masindi, Khuthadzo

    Published 2015
    “…Division of Actuarial Science…”
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    The interaction between HIV and other sexually transmitted infections in South Africa: a model-based evaluation by Johnson, Leigh F

    Published 2015
    “…Division of Actuarial Science…”
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