Browsing Magister Scientiae - MSc (Statistics and Population Studies) by Author "Kotze, Danelle"
Now showing items 1-2 of 2
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Examining long-run relationships of the BRICS stock market indices to identify opportunities for implementation of statistical arbitrage strategies
Meki, Brian (University of the Western Cape, 2012)Purpose:This research investigates the existence of long-term equilibrium relationships among the stock market indices of Brazil, Russia, India, China and South Africa (BRICS). It further investigates cointegrated stock ... -
An investigation into the methodologies of value-at -risk and a simulation process of a portfolio of financial instruments.
Ballam, Gamal Abdel Hussein (University of the Western Cape, 2004)Financial companies such as investment and commercial banks as well as insurance companies, mutual and pension funds hold assets in the form of financial instruments in portfolios. Nowadays, financial instruments have ...