Country: South Africa

Found 199 papers in total
The internal consistency of the CAPM: A test using South African unit trust data
The internal consistency of the CAPM: A test using South African unit trust data
1995,
This paper evaluates the internal consistency of the CAPM. The Gibbons, Ross and...
The Johannesburg Stock Exchange as an efficient market: A review
The Johannesburg Stock Exchange as an efficient market: A review
1995,
This paper reviews the accumulated empirical evidence on the efficiency of the...
Forecasting South African exchange rates: Comparing models and techniques
Forecasting South African exchange rates: Comparing models and techniques
1995,
This article evaluates recent exchange rates models and forecasting techniques on...
Some evidence of persistence in South African financial time series
Some evidence of persistence in South African financial time series
1996,
This article analyses some South African financial time series in order to ascertain...
Learning and exchange rate dynamics: A theoretical model
Learning and exchange rate dynamics: A theoretical model
1995,
This paper focuses on the determination of the spot and the forward exchange rate...
A choice reduction model for the concept phase of a weapon system
A choice reduction model for the concept phase of a weapon system
1994,
During the concept phase of a weapon system it is often necessary to decide between a...
A heuristic solution for the static stability problem in conventional submarines
A heuristic solution for the static stability problem in conventional submarines
1994,
Seafaring vessels must meet a few very obvious conditions in order to be of any use....
A note on Dupuy’s QJM and new square law
A note on Dupuy’s QJM and new square law
1994,
T.N. Dupuy has developed various operations research models in an attempt to quantify...
An experimental design for evaluating sonar detection performance
An experimental design for evaluating sonar detection performance
1995,
Recently the authors planned and carried out an experiment for evaluating the...
Mathematical programming model for the optimization of nutritional strategy for a dairy cow
Mathematical programming model for the optimization of nutritional strategy for a dairy cow
1988,
The use of a mathematical programming model for determining optimal nutritional...
Varying and random coefficient regression models in economics: An overview
Varying and random coefficient regression models in economics: An overview
1995,
This paper summarises various random coefficient models that have been developed for...
A varying parameter regression approach to investment modelling in South Africa: Estimation, stability testing and prediction
A varying parameter regression approach to investment modelling in South Africa: Estimation, stability testing and prediction
1995,
Due to the rapidly changing economic and political environment in South Africa a...
The influence of gold price on exchange rates in South Africa
The influence of gold price on exchange rates in South Africa
1995,
The relationship between mineral and exchange rate markets is still a relatively...
Testing for purchasing power parity in South Africa in the presence of real shocks
Testing for purchasing power parity in South Africa in the presence of real shocks
1995,
Tests for purchasing power parity in the literature have had mixed results,...
On the association between market, perceived and accounting risk measures: Some counter evidence
On the association between market, perceived and accounting risk measures: Some counter evidence
1995,
This paper examines the associations between three types of risk indicators. Using...
International sanctions and anti-apartheid politics in South Africa: An empirical investigation
International sanctions and anti-apartheid politics in South Africa: An empirical investigation
1995,
International sanctions are often imposed in response to interest group pressures in...
The determination of economic benefits and costs of passenger transport terminals and transfer facilities
The determination of economic benefits and costs of passenger transport terminals and transfer facilities
1995,
The article briefly describes the objectives of road passenger transport terminals and...
The intertemporal relationship between return and risk: Some recent South African evidence
The intertemporal relationship between return and risk: Some recent South African evidence
1994,
The paper confirms the well established negative relationships between share returns...
Assessing portfolio performance: The case of flexible investment unit trusts
Assessing portfolio performance: The case of flexible investment unit trusts
1994,
The standard approach used to assess the performance of unit trust managers is based...
Modelling in support of decision-making for South African extensive beef farmers
Modelling in support of decision-making for South African extensive beef farmers
1993,
In this study it is shown that it is possible to build a decision support system for...
The role of Operational Research OR in strategy development
The role of Operational Research OR in strategy development
1993,
Reflecting on the experiences of applying Operational Research OR approaches in a...
A simulation of the finish-line system of a major running race
A simulation of the finish-line system of a major running race
1993,
The finish-line system of a major road race is investigated by means of a simulation...
The market reaction to stock splits: A new look
The market reaction to stock splits: A new look
1984,
Following the evidence presented in a previous paper, this paper compares the observed...
An optimization model for selection of IRDP schemes
An optimization model for selection of IRDP schemes
1993,
The problem considered in this paper is to select various schemes under the Integrated...
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