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Sequence of return risk in South African post-retirement portfolios: the effectiveness of volatility-focused asset allocation strategies to address sequence and associated risks
Published 2022“…Using monthly asset index returns separated into bull and bear market regimes for the period 1991 to 2020, correlated non-normal returns were simulated and combined with independently simulated inflation to generate 10 000 independent 30-year simulation trials. The performance of each of the five strategies was measured against a benchmark set of portfolios using simulated data and was validated using partial out-of-sample historical data. …”
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Modelling the mesoscale variability in the greater Agulhas Current system using hybrid coordinate Ocean model
Published 2014“…With the goal of providing an accurate simulation of the greater Agulhas Current system, and in particular its mesoscale variability, a high resolution Hybrid Coordinate Ocean Model is set up in a nested configuration. In two 11 year simulation experiments, the effect of a higher order momentum advection scheme on the simulated ocean dynamics is tested and evaluated against available satellite observations and in-situ measurements. …”
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Power System Grid Planning with Distributed Generation
Published 2022“…The data used in the simulations was obtained from the distribution network operator and comprises of both real and reactive power values with a sampling time of 60 minutes for a period of a year. Simulations were conducted for both low and high load conditions to cover the extreme ends of the network and the parameters that were assessed are thermal rating, voltage regulation and network grid losses. …”
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Spatialised ecosystem modelling to evaluate the influences of marine protected areas and provisioning ecotourism on the foraging and distributional response of top predators from M...
Published 2025“…The Ecopath with Ecosim (EwE) and Ecospace modelling framework was utilised to investigate the distributional response of sharks and top predators on the South-East coast to the introduction of two new MPAs (in 2019) and seasonal provisioning for shark cage diving (in 2020), over a 35-year simulation period. A mass-balance Ecopath model was designed and parameterised for the 2008–2018 data period as a foundation for the spatial Ecospace models. …”
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Transferability of regional climate models over different climatic domains
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Managing nutrient flows into the Zandvlei Estuary, Cape Town using Sustainable Drainage Systems (SuDS)
Published 2023“…The simulated wetlands were able to reduce the SRP and TIN concentrations to below the eutrophic threshold (below 0.25 mg/ℓ and 2.5 mg/ℓ respectively) for three years out of the 8-year simulation period. The various scenarios achieved pollutant reductions ranging from approximately 25-80%. …”
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A two-dimensional numerical model for the investigation of the effects of dams on the Zambezi River Delta
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