Search Results - "Benchmark use"

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  1. An analysis of the OPEC Reference Basket with regards to African Pricing and Spread to the WTI and Brent by Awasom, Nde-Asaa

    Published 2020
    “…The Nigerian Bonny Light and Algerian Saharan blend were the two benchmarks used for this study. A time series analysis was applied to the weekly price data series set and with the aid of a breakpoint unit root test and Cusum of Squared test to determine if there was a change in the persistence of the spread of each African benchmark relative to the global benchmarks. …”
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    Thesis
  2. An investigation into South African property unit trusts: do active managers add value to investors? by Rickens, Carl

    Published 2021
    “…Fund performance was evaluated using three risk-adjusted measures, namely the Sharpe ratio, information ratio and Jensen's alpha, in order to determine whether there is significant outperformance amongst the funds. The benchmark used to compare performance was the South African Listed Property index (SAPY), which is the most common and well established proxy for the South African property market. …”
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    Thesis
  3. Hedge fund factorisation and benchmarking: Understanding hedge fund performance, benchmarking and the reward system for hedge fund managers by Govender, Nishlen

    Published 2022
    “…In circumstances where hedge fund returns are in fact correlated with asset class returns, then the benchmarks used to measure hedge fund performance ought to capture the perpetual risk premia of the asset classes for better performance measurement and performance fee rewards. …”
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    Thesis
  4. Digital Audio Restoration of Gramophone Records

    Published 2015
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    Thesis
  5. A multisectoral public policy framework for food security in South Africa

    Published 2017
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    Thesis
  6. The econometrics of dating anti-competitive effects with application to excessive pricing by Bredenkamp, Annette Corlie

    Published 2021
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    Thesis
  7. Automating the initialisation of relay autotuning using control performance monitoring by Albertus, Grant John

    Published 2020
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    Thesis