Browsing by Advisor/Supervisor
Now showing items 1-10 of 10
-
Analysing white maize hedging strategies in South Africa
(North-West University (South Africa), 2019)The number of derivative-based hedging strategies available to maize producers or advocated by role-players in the maize market are endless. Hedging strategies are often based on a short-term market view or a very optimistic ... -
A comparison of the efficient and fractal market hypotheses in developing markets
(North-West University (South Africa), 2019)The validity and descriptive accuracy of the Capital Asset Pricing Model and the Fama- French Three-Factor Model are tested by describing the variation in excess portfolio returns on the Johannesburg Stock Exchange (JSE). ... -
Current practices and guidelines for classifying credit risk boundary events : a South African approach
(North-West University, 2011)The financial crisis turmoil has exposed notable weakness in the risk management processes of the financial services industry. It has also led to a critical look at the scope of the various risk types as well as the ... -
Decision-making under uncertainty : Markowitz optimisation as a passive strategy on the JSE
(North-West University (South Africa) , Potchefstroom Campus, 2015)Noted economist and Nobel Prize winner, Harry Markowitz is often called the father of modern portfolio theory based on his 1952 article, Portfolio Selection. His innovative work provided a framework for investment managers ... -
Forecasting the price of Bitcoin using neural networks
(North-West University (South Africa), 2019)The evolution of financial technology adds to the complexity of the global financial system and the underlying assets that store its value. This complexity manifests as an adverse market risk profile in assets where fintech ... -
Hedging against exporting costs and risks in the South African extractive industry
(2014)The revolutionisation of international economies and monetary systems has been taking place since the early 1970s. This occurred due to the diminishing fixed exchange rate systems of, initially, the Gold Standard and ... -
An investigation of key aspects in township economies that influences the rate of unemployment
(North-West University (South Africa), 2021)In the context of South Africa, unemployment is an essential concept. Different aspects determine the unemployment rate. As the economy grows, the unemployment rate decreases, and one has to look at the SMMEs that play a ... -
Managing capital procyclicality in African banks using contingent convertible bonds
(North-West University, 2019)In times of financial distress, banks struggle to source additional capital from reluctant private investors. Sovereign bailouts prevent disruptive insolvencies but distort bank incentives. Contingent convertible capital ... -
Measuring the relationship between intraday returns, volatility spill–overs and market beta during financial distress
(2013)The modelling of volatility has long been seminal to finance and risk management in general, as it provides information on the spread of portfolio returns. In order to reduce the overall volatility of a stock portfolio, ... -
Monetary policy and disintermediation in South Africa : 1970–2010
(North-West University, 2011)This study examines the development of monetary theory and various policy frameworks as implemented at the time of writing. The aim of the study was to determine the effect of monetary policy on disintermediation and ...