Country: South Africa

Found 199 papers in total
Use of data envelopment analysis and regression for establishing manpower requirements in a bank
Use of data envelopment analysis and regression for establishing manpower requirements in a bank
1998,
We describe an approach towards forecasting the manpower requirements in each of the...
A note on predicting returns using bilinear ARMA models
A note on predicting returns using bilinear ARMA models
1999,
In this note, a bilinear ARMA model is compared with the standard AR and ARMA models...
Macroeconomic identification of candidate arbitrage pricing theory factors on the Johannesburg Stock Exchange
Macroeconomic identification of candidate arbitrage pricing theory factors on the Johannesburg Stock Exchange
1999,
This study investigates the interrelationships between Johannesburg Stock Exchange...
A test of a two-factor arbitrage pricing theory based on the quadratic market model: International evidence
A test of a two-factor arbitrage pricing theory based on the quadratic market model: International evidence
1998,
This paper presents tests of Barone-Adesi's two-factor arbitrage pricing theory (APT),...
Some current problems of reliability theory
Some current problems of reliability theory
1997,
Reliability work occupies an increasingly important place in engineering practice....
Total repair cost limit replacement policies
Total repair cost limit replacement policies
1997,
Practical applications of stochastic maintenance models frequently fail due to...
Junk food or genuine nourishment: The nutritional value of some South African fast-food chains
Junk food or genuine nourishment: The nutritional value of some South African fast-food chains
1997,
Integer programming is used to test the nutritional completeness of two fast-food...
Crop rotation systems in the Swartland
Crop rotation systems in the Swartland
1998,
In the Swartland region farmers do not plant wheat exclusively. There are a lot of...
Livestock supply response in South Africa: An investigation of producer price and technology dynamics
Livestock supply response in South Africa: An investigation of producer price and technology dynamics
1999,
Livestock supply in South Africa is examined using an error correction model with a...
The capital structure and the business cycle: Some tests of validity of the Austrian business cycle in South Africa
The capital structure and the business cycle: Some tests of validity of the Austrian business cycle in South Africa
1999,
This article explores the validity of the Austrian cycle for South Africa. It conducts...
Extra-market sensitivity to a gold price factor: Evidence from national market portfolios
Extra-market sensitivity to a gold price factor: Evidence from national market portfolios
1999,
This paper investigates the extra-market sensitivity of aggregate national market...
Pyramids, banking relationships and investment in South Africa
Pyramids, banking relationships and investment in South Africa
1998,
Banks play an important role in reducing information asymmetry in the United States...
Costs and efficiency in Botswana commercial banking
Costs and efficiency in Botswana commercial banking
1999,
This paper uses cross-section and panel data econometric estimates to analyse costs...
Share market responses to large daily price declines: Evidence from the Johannesburg Stock Exchange
Share market responses to large daily price declines: Evidence from the Johannesburg Stock Exchange
1999,
This study, utilising aspects of event methodology, focuses on the phenomenon of...
The Black–Scholes model of option prices if individual's utilities are admitted
The Black–Scholes model of option prices if individual's utilities are admitted
2000,
The principle of no arbitrage in Black and Scholes's framework is manifested in their...
The behaviour of equity trading volume on the London Stock Exchange
The behaviour of equity trading volume on the London Stock Exchange
2000,
This study uses statistical analysis based on chaos theory to examine the trading...
Measurements of risk in fisheries management
Measurements of risk in fisheries management
1998,
An important goal in many fisheries management problems is perceived to be...
Decision support systems for environmental management: A case study on estuary management
Decision support systems for environmental management: A case study on estuary management
1998,
In situations to do with the management of natural resources in the public domain...
Optimising nursery operation schedules with multiperiod linear programming
Optimising nursery operation schedules with multiperiod linear programming
1997,
A dynamic multiperiod linear programming model which addresses nursery scheduling is...
Biased policies, agriculture and income distribution in South Africa: A social accounting matrix approach
Biased policies, agriculture and income distribution in South Africa: A social accounting matrix approach
1998,
In this study a Social Accounting Matrix approach is used to analyse the effects of...
Market segmentation on the Johannesburg Stock Exchange
Market segmentation on the Johannesburg Stock Exchange
1997,
This study finds that the JSE Actuaries All Gold and Industrial Indices may be...
The performance of external pension fund management companies in South Africa
The performance of external pension fund management companies in South Africa
1997,
This paper uses the parametric and nonparametric procedures developed by Henriksson...
A note on the riskiness of long term investment on the JSE
A note on the riskiness of long term investment on the JSE
1997,
This note focuses on the risk of longer term investment in equity on the Johannesburg...
Cointegration of South African index futures contracts and their underlying spot market indices
Cointegration of South African index futures contracts and their underlying spot market indices
1998,
This study examines the temporal pricing relationship between four South African index...
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