Browsing by Subject "Cyclicality"
Now showing items 1-2 of 2
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Cyclicality of size, value and momentum on the Johannesburg stock exchange
(University of the Western Cape, 2019)Over the past four decades, size, value and momentum effects have been uncovered on stock markets, and several multifactor asset pricing models have been proposed to explain them. The associated premiums have been found ... -
A model for managing pension funds with benchmarking in an inflationary market
(University of the Western Cape, 2011)Aggressive fiscal and monetary policies by governments of countries and central banks in developed markets could somehow push inflation to some very high level in the long run. Due to the decreasing of pension fund benefits ...