Framework for optimising an electricity utility portfolio in a capital constraint environment. by Rabie, Leonora

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Stochastic optimal portfolios and life insurance problems in a Lévy market

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Portfolio optimization problems : a martingale and a convex duality approach by Tchamga, Nicole Flaure Kouemo

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A study of the relative performance of South African unit trust fund managers utilizing the portfolio change measure technique by Garvin, Trevor

“…The author has shown conclusively that when utilizing the Portfolio Change Measure, unit trust managers in general are not able to consistently outperform the market. …”
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Simplified approaches for portfolio decision analysis by Kantu, Dieudonne Kabongo

“…These methods have proved popular for choice decisions — for example, those based on multiattribute value or utility theory. But whereas information and computational requirements for choice problems are probably manageable for the majority of diligent decision makers, it is much less clear that this is true of portfolio decisions. …”
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Geographical location optimisation of wind and solar photovoltaic power capacity in South Africa using mean-variance portfolio theory and time series clustering by Joubert, Christiaan Johannes

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The Impact of Private Capital Flows on South Africa's Developmental State Agenda in the Post-Apartheid Era by Mokoena, Itumeleng

“…By exploring the impact of private capital flows, the study seeks to inform the reader about the nature and composition of private capital flows in South Africa as well as investigate whether these flows hinder or accelerate South Africa's developmental state objective. The study has utilized qualitative methods. It also made use of quantitative data as a secondary supplement to ensure a greater understanding of the research problem. …”
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The performance of non-core property assets held by a state owned enterprise: a case study of Transnet by Munsanje, Abednego Nchimunya

“…Transnet is a Freight and Logistics state owned company that owns huge tracts of prime and well located land countrywide that are not optimally utilized and also holds a large property portfolio consisting of predominantly 'D' grade buildings that are currently physically, functionally and economically obsolete lacking constant maintenance or engagement in redevelopments. …”
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Decision-making framework for inventory management of spare parts in capital-intensive industries by Du Toit, Deirdre

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Optimal cross hedging of Insurance derivatives using quadratic BSDEs by Ndounkeu, Ludovic Tangpi

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