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1. 

   Portfolio strategies for hedging against rand weakness

   Item type: Journal Article • Journal: South African Journal of Accounting Research • Authors: G D I Barr --- Department of Statistical Sciences, C G Holdsworth --- Department of Statistical Sciences, B S Kantor --- Department of Statistical Sciences,

   This paper considers how portfolios may be structured which provide protection against Rand exchange rate movement and, in particular, against Rand weakness. Two portfolio optimisation methods are used to estimate the portfolio weights of the Top 40 shares listed on...

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2. 

   The influence of the market on inflation, not the other way around

   Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Carlos de Jesus --- , Gizelle D. Willows --- , Alison M. Olivier --- , South Africa

   The study of return prediction is fundamental to investors. However, inconclusive evidence exists as to whether returns on the South African (SA) stock market may be explained by movements in SA or international macroeconomic variables. This study investigates integration between...

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