Articles by Keyword: Reference Day Risk

Search results for Reference Day Risk

We found 202 results for you
  1. The impact of reference-day risk on beta estimation and a proposed solution

    The impact of reference-day risk on beta estimation and a proposed solution

    Item type: Journal Article • Journal: Investment Analysts Journal
    The ability to accurately estimate systematic risk (or beta) when reference-day risk is considered, is an ineluctable requirement for all applications of the capital asset pricing model (CAPM).
  2. Portfolio performance under reference-day risk

    Portfolio performance under reference-day risk

    Item type: Journal Article • Journal: Investment Analysts Journal
    Reference-day risk has been previously identified as a type of sampling variation phenomenon, and its effect on the estimation of stock returns and their volatility and market betas has been documented. Using a dataset of daily equity mutual fund returns,...
  3. Risk analysis of wheat production in the central Orange Free State using a growth model

    Risk analysis of wheat production in the central Orange Free State using a growth model

    Item type: Journal Article • Journal: South African Journal of Plant and Soil
    A wheat crop growth model (Singels, 1983) was refined and used to calculate annual grain yield from weather data for 45 seasons in the Bloemfontein area. Five different levels of profile-available water capacity were used as soil input parameter. Other...
  4. Evaluating different wheat production strategies for the Orange Free State using stochastic dominance techniques and a crop growth model

    Evaluating different wheat production strategies for the Orange Free State using stochastic dominance techniques and a crop growth model

    Item type: Journal Article • Journal: South African Journal of Plant and Soil
    A wheat crop growth model and stochastic dominance techniques were used to evaluate several wheat production strategies for the Orange Free State. Fifty seasonal grain yields and corresponding gross margins were calculated from daily weather data and soil data for...
  5. A drought assessment model for Karoo rangeland

    A drought assessment model for Karoo rangeland

    Item type: Journal Article • Journal: South African Journal of Plant and Soil
    The KAROO drought assessment model simplifies veld growth responses to rainfall variability by simulation of the growth and dieback of a hypothetical plant species. Soil water content is treated as a simple weighting factor which determines the plant's growth rate...
  6. Principles of soil classification and the future of the South African system

    Principles of soil classification and the future of the South African system

    Item type: Journal Article • Journal: South African Journal of Plant and Soil
    Humans classify their environment to create order, make it understandable, aid recollection and to communicate. The nature of these classifications is not always understood, because they are learnt from an early age. Building on these principles provides a sound basis...
  7. An assessment of the current status and potential yield of Namibia's northern West Coast steenbras <em>Lithognathus aureti</em> population

    An assessment of the current status and potential yield of Namibia's northern West Coast steenbras <em>Lithognathus aureti</em> population

    Item type: Journal Article • Journal: South African Journal of Marine Science
    Two distinct populations of West Coast steenbras Lithognathus aureti are found in Namibian waters; one, the northern population, is exploited recreationally and commercially. Data collected between 1995 and 1999 were used to evaluate its current state and potential yield, using...
  8. Monitoring to detect change on rangelands: physical, social and economic/policy drivers

    Monitoring to detect change on rangelands: physical, social and economic/policy drivers

    Item type: Journal Article • Journal: African Journal of Range & Forage Science
    Agents that can cause important changes in properties of biological communities are referred to as drivers. Drivers may be classed as physical, social and economic/policy, referring to their origin and mode of action. Physical drivers include environmental (weather, climate) and...
  9. The influence of stocking rate, range condition and rainfall on residual herbage mass in the semiarid savanna of KwaZulu/Natal

    The influence of stocking rate, range condition and rainfall on residual herbage mass in the semiarid savanna of KwaZulu/Natal

    Item type: Journal Article • Journal: African Journal of Range & Forage Science
    Grazing trials at two sites in the semiarid savanna of KwaZulu‐Natal were stocked with cattle at light (0.17 LSU ha‐1), intermediate (0.23 LSU ha‐1) and heavy (0.30 LSU ha‐1) stocking. Pasture disc meter data collected over 116 three‐week periods were...
  10. Actuarial Criminology: Meeting Current Challenges in Southern Africa

    Actuarial Criminology: Meeting Current Challenges in Southern Africa

    Item type: Journal Article • Journal: Journal of Psychology in Africa
    South African prisons were overcrowded by more than sixty-three percent in 2005. Overcrowding and poor prison conditions have enormous implications for rehabilitation efforts made by the South African Department of Correctional Services. The South African White Paper on Corrections (2005)...