G11 | Economic Research Southern Africa

JEL code: G11

Portfolio Choice; Investment Decisions

publication

Workshop Paper

Ingomar Krohn

February 2, 2024

Krohn - Foreign Investor Feedback Trading in an Emerging Market

publication

Working Paper

Roy Havemann

July 17, 2018

Can creditor bail-in trigger contagion? The experience of an emerging market

publication

Working Paper

Vsevolod I. Gorlach

August 1, 2017

Capturing the Black Swan: Scenario-Based Asset Allocation with Fat Tails and Non-Linear...

publication

Policy Brief

Mathias Manguzvane

July 1, 2017

Modelling Systemic Risk in the South African Banking Sector Using CoVar

publication

Working Paper

Adeola Oyenubi

February 16, 2017

Diversification measures and the optimal number of Stocks in a portfolio: An informatio...

publication

Policy Brief

Gideon Boako, Paul Alagidede

October 14, 2016

Regionalization versus Internationalization of African Stock Markets: A frequency-time ...

publication

Working Paper

Jones O. Mensah, Paul Alagidede

July 20, 2016

How are Africa's emerging stock markets related to advanced markets? Evidence from copulas

publication

Policy Brief

Gideon Boako, Paul Alagidede

December 15, 2015

Global commodities and African stocks: insights for hedging and diversification strategies

publication

Working Paper

Chris van Heerden

February 5, 2015

The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African ...

publication

Working Paper

Alexander Ludwig, Alexander Zimper

September 26, 2012

A decision-theoretic model of asset-price underreaction and overreaction to dividend news

publication

Working Paper

Edwin Muchapondwa, Johane Dikgang

September 25, 2012

The valuation of biodiversity conservation by the South African Khomani San "bushmen" c...

publication

Working Paper

Alain Kabundi, Andrew S. Duncan

September 25, 2012

Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets

publication

Working Paper

Joel H. Eita

September 23, 2012

Determinants of Stock Market Prices in Namibia

publication

Working Paper

‪Neville Z. Mandimika, Zivanemoyo Chinzara

September 23, 2012

Risk-return tradeoff and the behaviour of volatility on the South African stock market:...

publication

Working Paper

Ryans Bartens, Shakill Hassan

September 22, 2012

Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African St...

publication

Working Paper

Hammed Amusa, Krish Chetty, Njeri Wabiri

September 20, 2012

Application of a multi-criteria integrated portfolio model for quantifying South Africa...