Framework for optimising an electricity utility portfolio in a capital constraint environment. by Rabie, Leonora

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A study of the relative performance of South African unit trust fund managers utilizing the portfolio change measure technique by Garvin, Trevor

“…The author has shown conclusively that when utilizing the Portfolio Change Measure, unit trust managers in general are not able to consistently outperform the market. …”
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Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios by El-Sabban, Mariam A.

“…It attempts to assess the best performing and most efficient sector-country combinations by applying time variant (dynamic) portfolio optimization frameworks, primarily the minimum-variance and mean-variance models. …”
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Simplified approaches for portfolio decision analysis by Kantu, Dieudonne Kabongo

“…These methods have proved popular for choice decisions — for example, those based on multiattribute value or utility theory. But whereas information and computational requirements for choice problems are probably manageable for the majority of diligent decision makers, it is much less clear that this is true of portfolio decisions. …”
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An investigation into higher and partial moment portfolio selection frameworks by Polden, Stuart John

“…This dissertation highlights the importance of considering higher moments and partial moments of the distribution when conducting portfolio optimisation and selection. This is due partly to the weaknesses of mean-variance optimisation, as discussed throughout the dissertation, and the appropriateness of considering higher moments to better meet the investors utility functions. …”
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An overview of asset allocation processes and their importance in portfolio management by Gantz, Frederick Albrecht

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Stochastic optimal portfolios and life insurance problems in a Lévy market

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Portfolio optimization problems : a martingale and a convex duality approach by Tchamga, Nicole Flaure Kouemo

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Robust Bayesian Portfolio Optimisation: Higher Moments and the Distorting Effects of Constraints by Wilson, Byron

“…It was determined that a 123/23 portfolio resulted in a significant improvement in the expression of the investor views as well as a dramatic increase portfolio utility was observed. …”
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The effect of behavioral biases and gender differences on portfolio returns & investment decisions: An experimental approach by El Kashef, Noran Naiem

“…This thesis examines the effect of risk attitude, confidence and optimism behavioral biases on investment decisions and portfolio returns. The thesis methodology utilizes an experimental approach, whereby students compete through a semester long stock market simulation using the Stock-Trak simulation platform. …”
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Robo-Advising on South African Exchange Traded Funds utilizing Prospect Theory by Jacobson, Ryan Jonathan

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Geographical location optimisation of wind and solar photovoltaic power capacity in South Africa using mean-variance portfolio theory and time series clustering by Joubert, Christiaan Johannes

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Determining a sourcing approach to infrastructure asset maintenance : a case study in the City of Cape Town: assessing the insourcing and outsourcing approach by Meyer, Ronel

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A Web-Based Change Control Management Toolkit for Lump-Sum Turnkey Contractors: Transformation to Third Generation by Omran, Ahmed

“…It centralizes and analyzes the intensive change management data of the registered projects for continuous improvement of the contractor’s performance, both on the project and portfolio levels.…”
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The performance of non-core property assets held by a state owned enterprise: a case study of Transnet by Munsanje, Abednego Nchimunya

“…Transnet is a Freight and Logistics state owned company that owns huge tracts of prime and well located land countrywide that are not optimally utilized and also holds a large property portfolio consisting of predominantly 'D' grade buildings that are currently physically, functionally and economically obsolete lacking constant maintenance or engagement in redevelopments. …”
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The Effect of Bilateral Investment Treaties on the correlation between international stock markets by Elshenawy, Nourhan

“…The quantitative method utilized in the paper adopted other macroeconomic indicators in order to better assess the degree of the effect of the BITs on the stock market correlation. …”
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The Impact of Private Capital Flows on South Africa's Developmental State Agenda in the Post-Apartheid Era by Mokoena, Itumeleng

“…Instead, portfolio investments drive excessive household debt, consumption and financial speculation. …”
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Scrutiny of the intricacies of corporate governance and pubilc accountability mechanisms in South African state-owned companies by Shezi, Mthokozisi Gift

“…At the core of their operations, these state-owned companies provide a variety of services and public utilities, inter alia, transportation, telecommunication, infrastructure, and energy. …”
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Decision-making framework for inventory management of spare parts in capital-intensive industries by Du Toit, Deirdre

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