Investment Analysts Journal, Volume 49, Issue 3 (2020)

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Investment Analysts Journal, Volume 49, Issue 3 (2020)

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Articles

Article
The effects of uncertainty on investor expectations and volatility in the South African white maize futures market
Christo Auret & Ayesha Sayed
Pages: 165-179
Published online: 26 Jun 2020
AbstractforThe effects of uncertainty on investor expectations and volatility in the South African white maize futures market | Full Text | References | PDF (2.3 MB) | EPUB
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Article
Idiosyncratic momentum on the JSE
Daniel Page, David McClelland & Christo Auret
Pages: 180-198
Published online: 28 Jul 2020
AbstractforIdiosyncratic momentum on the JSE | Full Text | References | PDF (2.1 MB) | EPUB
  • 365 Views
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Article
Evaluating equity analyst forecasts in South Africa
Sajjaad Ahmed & Emlyn Flint
Pages: 199-214
Published online: 12 Jul 2020
AbstractforEvaluating equity analyst forecasts in South Africa | Full Text | References | PDF (1.5 MB) | EPUB
  • 260 Views
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Article
A framework for online investment decisions
Andrew B. Paskaramoorthy, Tim J. Gebbie & Terence L. van Zyl
Pages: 215-231
Published online: 08 Oct 2020
AbstractforA framework for online investment decisions | Full Text | References | PDF (2.1 MB) | EPUB
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Article
A simplified approach to estimate the sustainable lifestyle level for retirement planning
Elze-Mari Roux & Johann de Villiers
Pages: 232-242
Published online: 14 Sep 2020
AbstractforA simplified approach to estimate the sustainable lifestyle level for retirement planning | Full Text | References | PDF (930.4 KB) | EPUB
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Article
Risk-based portfolio sensitivity to covariance estimation
Hannes du Plessis & Paul van Rensburg
Pages: 243-268
Published online: 21 Oct 2020
AbstractforRisk-based portfolio sensitivity to covariance estimation | Full Text | References | PDF (3.6 MB) | EPUB
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Article
Tracking error vs tracking difference: Does it matter?
Ailie Charteris & Kerry McCullough
Pages: 269-287
Published online: 04 Oct 2020
AbstractforTracking error vs tracking difference: Does it matter? | Full Text | References | PDF (1.4 MB) | EPUB
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