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Search Results - development asset framework
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Systemic risk in banking and insurance with practical application to South African financial institutions
Published 2024Get full text
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Large-scale grid-connected renewable energy in Australia: Potential barriers, strategies and policy support mechanisms that may affect RE development from the perspective of energy...
Published 2021“…Barriers to renewable energy development in the past have been identified as high upfront costs with challenges around equity and debt financing, as well as limited legal frameworks and limited regulatory support. …”
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Assessing the impact of sustainable farming techniques on smallholder farm enterprises in Zimbabwe
Published 2014Get full text
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Directing energy transitions : the role of public procurement in South Africa’s just energy transition
Published 2026Get full text
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Improving the well-being of the poor through microfinance : evidence from the Small Enterprise Foundation in South Africa
Published 2011Get full text
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Enhancing resilience between people and nature in urban landscapes
Published 2011Get full text
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Building Landscapes : mending the fracture between cite' and ville through an urban architecture of place
Published 2019Get full text
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House prices, monetary policies and the macroeconomy : what does the common trends approach on South African data suggest?
Published 2014Get full text
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Robust Bayesian Portfolio Optimisation: Higher Moments and the Distorting Effects of Constraints
Published 2024“…The aim of this thesis is to introduce the Bayesian approach to asset allocation. In particular, the Black-Litterman model is introduced as a powerful Bayesian asset allocation model that enables the incorporation of human decision making (in the form of views) within a portfolio optimisation framework. …”
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Essays on unconventional monetary policy
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Consumption and income over the lifecycle in Nigeria
Published 2011-04ArticleFull Text AvailableAccess Repository -
Highly efficient pricing of exotic derivatives under mean-reversion, jumps and stochastic volatility
Published 2019“…However, under such a framework, the density function governing the underlying asset price process is generally not available. …”
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Constructing low cost core-satellite portfolios with multiple risk constraints: practical applications to Robo advising in South Africa using active, passive and smart-beta strateg...
Published 2021“…The product range builds on the foundation of the Association for Savings & Investments South Africa (ASISA) framework. The study identifies three “target portfolios” from ASISA's framework, namely (1) High Risk: SA General Equity, (2) Medium Risk: SA Multi-Asset High Equity and (3) Low Risk: SA Multi-Asset Low Equity. …”
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The determinants and predictability of South African listed property returns
Published 2018“…This study investigates the determinants and predictability of listed property returns in South Africa based on the framework developed by Eugene Fama and Kenneth French. …”
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