An improved model accuracy for forecasting risk measures: application of ensemble methods
K Makatjane, K Mmelesi - Journal of Applied Economics, 2024 - Taylor & Francis
Statistical-based predictions with extreme value theory improve the performance of the risk
model not by choosing the model structure that is expected to predict the best but by …
model not by choosing the model structure that is expected to predict the best but by …
[引用][C] Pengujian anomali pasar (january effect) di bursa efek indonesia
NKE Yunita, H Rahyuda - 2019 - ojs.unud.ac.id
The adaptive market hypothesis and the day‑of‑the‑week effect in African stock markets: The Markov switching model
AA Obalade, PF Muzindutsi - Comparative Economic Research. Central …, 2019 - ceeol.com
In line with the Adaptive Market Hypothesis (AMH), the objective of this study is to investigate
how the day‑of‑the‑week (DOW) effect behaves under different bull and bear market …
how the day‑of‑the‑week (DOW) effect behaves under different bull and bear market …
[PDF][PDF] Examining stylized facts and trends of FTSE/JSE TOP40: a parametric and Non-Parametric approach
K Makatjane, N Moroke - Data Science in Finance and Economics, 2022 - aimspress.com
It is critical in risk and portfolio management to identify groups or classes of financial returns.
Portfolio diversification is one of the first decisions made during the portfolio construction …
Portfolio diversification is one of the first decisions made during the portfolio construction …
[PDF][PDF] Adaptive market hypothesis and calendar anomalies in selected African stock markets.
AA Obalade - 2019 - core.ac.uk
It takes a theory to beat a theory. However, whether the adaptive market hypothesis (AMH)
offers better explanations for stock return behaviour than the popular efficient market …
offers better explanations for stock return behaviour than the popular efficient market …
Assessing the Relative Risk-adjusted performance of SRI funds before and during the COVID-19 pandemic: evidence from South Africa
PK Winfred, M Sibanda… - Acta Universitatis …, 2024 - dj.univ-danubius.ro
Abstract Socially Responsible Investing (SRI), belongs to a category of investment strategies
aiming to reduce the negative impacts associated with financial investments, while yielding …
aiming to reduce the negative impacts associated with financial investments, while yielding …
Are South African Socially Responsible Investment Funds Doing Well While Doing Good?
F Peerbhai, J Naidoo - Acta Universitatis Danubius. Œconomica, 2022 - ceeol.com
In recent years, the popularity of socially responsible investment (SRI) funds has soared as
individuals are driven towards more environmentally and socially conscious investments …
individuals are driven towards more environmentally and socially conscious investments …
An Investigation into The Predictive Power of Overnight Gaps on The Johannesburg Stock Exchange
J de Jager - 2023 - open.uct.ac.za
Stock market gaps occur nearly every day, yet very little is known about their influence on
subsequent pricing behaviour, particularly in developing economies like South Africa. The …
subsequent pricing behaviour, particularly in developing economies like South Africa. The …