Browsing Faculty of Natural Science by Author "Kotze, Danelle"
Now showing items 1-9 of 9
-
Analysis and estimation of customer survival Time in subscription-based businesses
Mohammed, Zakariya Mohammed Salih (University of the Western Cape, 2008)Subscription-based industries have seen a massive expansion in recent decades. In this type of industry the customer has to subscribe to be able to enjoy the service; there-fore, well-de ned start and end points of the ... -
Do money managers outperform their respective benchmark? Evidence from South African Unit Trust industry
Malefo, Boikanyo Kenneth (University of the Western Cape, 2015)Motivated by the growing attraction of the mutual fund industries across the world, this research seeks to explore the economic benefits contributed by the South African equity unit trust managers over the period from 1 ... -
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 ... -
A framework for evaluating an introductory statistics programme at the University of the Western Cape
Makapela, Nomawabo (University of the Western Cape, 2009)There have been calls both from the government and private sector for Higher Education institutions to introduce programmes that produce employable graduates whilst at the same time contributing to the growing economy of ... -
Imputation techniques for non-ordered categorical missing data
Karangwa, Innocent (University of the Western Cape, 2016)Missing data are common in survey data sets. Enrolled subjects do not often have data recorded for all variables of interest. The inappropriate handling of missing data may lead to bias in the estimates and incorrect ... -
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 ... -
Market segmentation and factors affecting stock returns on the JSE
Chimanga, Artwell S. (2008)This study examines the relationship between stock returns and market segmentation. Monthly returns of stocks listed on the JSE from 1997-2007 are analysed using mostly the analytic factor and cluster analysis techniques. ... -
Statistical modelling of clustered and incomplete data with applications in population health studies in developing countries
Adegboye, Oyelola Abdulwasiu (University of Western Cape, 2014)The United Nations (UN) Millennium Development Goals (MDGs) drafted eight goals to be achieved by the year 2015, namely: eradicating extreme poverty and hunger, achieving universal primary education, promoting gender ... -
Test of the overreaction hypothesis in the South African stock market
Itaka, Jose Kumu (University of the Western Cape, 2014)This research undertakes to investigate both long-term and short-term investor overreaction on the JSE Limited (JSE) over the period from 1 January 2002 to 31 December 2009. The period covers the restructuring and reform ...