Author: Chris van Heerden

The Influence of Higher Moments and Non-Normality on the Sharpe Ratio: A South African Perspective
Although the general assumption is that daily and monthly returns d...
5 February 2015
Working Paper
Timing a Hedge Decision: The Development of a Composite Technical Indicator for White Maize
South African white maize is considered to be significantly more vo...
26 February 2014
Working Paper