Stochastic Investment Modelling: The Case of South Africa

Domain:

socioeconomic

Record type:

paper

Creator:

R.J

Publisher:

Cam

Host:

ABSTRACT The purpose of this paper is to describe a methodology for determining an appropriate structure for time-series models of inflation rates, short-term and long-term interest rates, dividend growth rates, dividend yields, rental growth rates and rental yields and to demonstrate the application of that methodology to the development of a model based on South African data. It is suggested that the methodology used in this paper may be applied to other economic environments.

Visit

doi.org

Licenses

https://www.cambridge.org/core/terms

A Stochastic Investment Model for Actuarial Use in South Africa

In this paper, we propose a stochastic investment model for actuarial use in South Africa by modelli

Institutional distance and Chinese investment efficiency in Africa: a stochastic frontier analysis

Purpose This study aims to analyse the efficiency effects of institutional distance on Chinese outw

Mathematical modelling of COVID-19 with periodic transmission: The case of South Africa

Abstract The data on SARS-CoV-2 (COVID-19) in South Africa show

Stochastic Modelling of Road Network Disruption Due to Seasonal Flooding in South Sudan

Seasonal flooding is the dominant cause of road network disruption in South Sudan, renderin

Corporate social investment – good business and good revenue: The case of woolworths holdings ltd South Africa

This paper examined the relationship between corporate social investment and revenue in Woolworths H

The per-patient costs of HIV services in South Africa: Systematic review and application in the South African HIV Investment Case

Background

In economic analyses of HIV interventions, South Africa is often used as a