Investment Analysts Journal, Volume 35, Issue 64 (2006)

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Investment Analysts Journal, Volume 35, Issue 64 (2006)

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Original Articles

Article
Seasonal timing using put option portfolio protection on the Johannesburg Securities Exchange
Ce Muller & M Ward
Pages: 5-14
Published online: 18 Feb 2015
First Page PreviewforSeasonal timing using put option portfolio protection on the Johannesburg Securities Exchange | References | PDF (2.4 MB)
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Article
Examining the volatility skew in the South African equity market using risk-neutral historical distributions
M De Araújo & E Maré
Pages: 15-19
Published online: 18 Feb 2015
First Page PreviewforExamining the volatility skew in the South African equity market using risk-neutral historical distributions | References | PDF (420.6 KB)
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Article
The impact of survivorship bias on South African unit trust performance: 1972–2004
MG Pawley
Pages: 21-26
Published online: 18 Feb 2015
First Page PreviewforThe impact of survivorship bias on South African unit trust performance: 1972–2004 | References | PDF (874.6 KB)
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Article
Forecasting South African house prices
AE Clark & T Daniel
Pages: 27-33
Published online: 18 Feb 2015
First Page PreviewforForecasting South African house prices | References | PDF (791.4 KB)
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Article
Pricing rainbow options: Nonparametric methods using copulas
S Knox & P Ouwehand
Pages: 35-42
Published online: 18 Feb 2015
First Page PreviewforPricing rainbow options: Nonparametric methods using copulas | References | PDF (812.5 KB)
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