JEL code: G11

Portfolio Choice; Investment Decisions

Can creditor bail-in trigger contagion? The experience of an emerging market
The successful bail-in of creditors in African Bank, a small South ...
Published: 17 July 2018
Roy Havemann
Working Paper
Capturing the Black Swan: Scenario-Based Asset Allocation with Fat Tails and Non-Linear...
This paper highlights the shortfalls of Modern Portfolio Theory (MP...
Published: 1 August 2017
Vsevolod I. Gorlach
Working Paper
Diversification measures and the optimal number of Stocks in a portfolio: An informatio...
This paper provides a plausible explanation for why the optimum num...
Published: 16 February 2017
Adeola Oyenubi
Working Paper
Regionalization versus Internationalization of African Stock Markets: A frequency-time ...
This paper examines regional and global co-movemnt of Africa’s stoc...
Published: 14 October 2016
Gideon Boako, Paul Alagidede
Policy Brief
How are Africa's emerging stock markets related to advanced markets? Evidence from copulas
This paper examines the dependence structure between two developed ...
Published: 20 July 2016
Jones O. Mensah, Paul Alagidede
Working Paper
Global commodities and African stocks: insights for hedging and diversification strategies
Owing to frequent fluctuations in global markets, diversifying acro...
Published: 15 December 2015
Paul Alagidede, Gideon Boako
Policy Brief
The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African ...
Although the general assumption is that daily and monthly returns d...
Published: 5 February 2015
Chris van Heerden
Working Paper
A decision-theoretic model of asset-price underreaction and overreaction to dividend news
We combine new developments in decision theory with a standard cons...
Published: 26 September 2012
Alexander Zimper, Alexander Ludwig
Working Paper
The valuation of biodiversity conservation by the South African Khomani San "bushmen" c...
The restitution of land to the Khomani San “bushmen” an...
Published: 25 September 2012
Edwin Muchapondwa, Johane Dikgang
Working Paper
Global Financial Crises and Time-varying Volatility Comovement in World Equity Markets
This paper studies volatility comovement in world equity markets be...
Published: 25 September 2012
Andrew S. Duncan, Alain Kabundi
Working Paper
Determinants of Stock Market Prices in Namibia
This paper investigates the macroeconomic determinants of stock mar...
Published: 23 September 2012
Joel H. Eita
Working Paper
Risk-return tradeoff and the behaviour of volatility on the South African stock market:...
The study analyses the nature and behaviour of volatility, the risk...
Published: 23 September 2012
‪Neville Z. Mandimika, Zivanemoyo Chinzara
Working Paper
Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African St...
We implement a recursive out-of-sample method to examine anomalies-...
Published: 22 September 2012
Shakill Hassan, Ryans Bartens
Working Paper
Application of a multi-criteria integrated portfolio model for quantifying South Africa...
The availability of secure energy resources at sustainable quantiti...
Published: 20 September 2012
Hammed Amusa, Krish Chetty, Njeri Wabiri
Working Paper
Modelling Systemic Risk in the South African Banking Sector Using CoVar
In this paper we model systemic risk by making use of the condition...
Published: 1 January 1970
Mathias Manguzvane
Policy Brief

Search Resources

Ground Floor Brookside Building
11 Imam Haron Road
Claremont, 7700
Cape Town

PostNet Suite # 109
Private Bag X1005
Claremont 7735
Cape Town

Get Social