Peer-Reviewed Conference Proceedings

  • Fiedor P. 2015Maximum Entropy Production Principle for Stock Returns. 2015 IEEE Symposium Series on Computational Intelligence. Cape Town. DOI 10.1109/SSCI.2015.106: 695-702.
  • Jakarasi, T., Labuschagne, C.A. & Mahomed, O. 2015Estimating the South African Overnight Indexed Swap Curve. International Conference on Applied Economics (ICOAE), Procedia Economics and Finance.
  • Allie, R., Halday, T., Patel, Q. & Rajaratnam, K. 2014Benefits of International Diversification to a South African Investor. In: Laptaned, U. and Nartea Gilbert, Proceedings of the 5th International Conference on Business and Economics. Thailand: UP Organizer and Publication Co., Ltd. Madrid, Spain.
  • de Alessi, A. & Huang, C.-S. 2014A Post-Crisis Investigation into the Performance of GARCH-based Historical and Analytical Value-at-Risk on the JSE. In: Laptaned, U. and Nartea Gilbert, Proceedings of the 5th Annual International Conference on Business and Economics. Thailand: UP Organizer and Publication Co., Ltd. Madrid, Spain.
  • Gounden, M., Jugmohan, I., Phillips, J. & Rajaratnam, K. 2014International Equity Diversification between South Africa and its major trading partners. In: Laptaned, U. and Nartea Gilbert, Proceedings of the 5th International Conference on Business and Economics. Thailand: UP Organizer and Publication Co., Ltd. Madrid, Spain.
  • Hawinkels, J., Morley-Jepson, S., Wood, L. & Rajaratnam, K. 2014What is the role of post-crisis market concentration on portfolio diversification in a South African context? The 2014 Western Cape Regional Conference of the South African Accounting Association. Bellville, South Africa.
  • Junglee, N. & Rajaratnam, K. 2014Is Volatility Compensated in South African Equity Funds? The 2014 Western Cape Regional Conference of the South African Accounting Association. Bellville, South Africa.
  • Mfusi, A., Shongwe, T., Rajaratnam, K. & Chotee, D. 2014The 52-week high and momentum investing in the Johannesburg Stock Exchange. The 2014 Western Cape Regional Conference of the South African Accounting Association. Bellville, South Africa.
  • Boraine, A., Jepthas, J., Rix, K. & Rajaratnam, K. 2013The Relationship of the South African Stock Exchange with those of its major trading partners. Proceedings of the 4th International Conference on Business and Economics. Thailand: UP Organizer and Publication Co., Ltd.
  • Chinhamu, K., Huang, C.-K., Hammujuddy, M. J. & Huang, C.-S. 2013Modeling the South African Mining Index with Generalized Hyperbolic Distributions. Proceedings of the 55th Annual Conference of the South African Statistical Association for 2013 (SASA2013). Polokwane, South Africa.
  • Hedley, G., Lu, D., van der Riet, C. & Huang C.-S. 2013Impact of Economic Climate Changes on Significant Style Characteristics in Predicting Share Returns on the JSE. Proceedings of the 4th Annual International Conference on Business and Economics. Reykjavik, Iceland.
  • Makan, R., Ramdenee, Y., Severaj, R. & Rajaratnam, K. 2013The December effect: Evidence from the Johannesburg Stock Exchange. Proceedings of the 4th International Conference on Business and Economics. Thailand: UP Organizer and Publication Co., Ltd.
  • Pitt, L. & Rajaratnam, K. 2013Loan Restructuring for Small Businesses. Proceedings of the 2nd International Conference on Production and Supply Chain Management. Thailand: UP Organizer and Publication Co., Ltd.
  • Diener, M., Ledwidge, M., Low, M., Siyakatshana, S. & Rajaratnam, K. 2012Effect of Bank Size on Economic Capital - A study of a Closed Stylised System. Proceedings of the 3rd International Conference on Business and Economics. Thailand: UP Organizer and Publication Co., Ltd.
  • Rajaratnam, K. & Huang, C-S. 2012Consumer Loan Decisions with Profit-Loss Trade-off under Multiple Economics Conditions. Proceedings of the 41st Operations Research Society of South Africa Conference. Johannesburg, South Africa.
  • Rajaratnam, K. 2012Consumer Loan Decisions under Profit Variance Constraint. Proceedings of the 3rd International Conference on Business and Economics. Thailand: UP Organizer and Publication Co., Ltd.
  • Rajaratnam, K., Toerien, F., Huang, C-S. & Kruger, R. 2012Forecasting Model for BEE Deal Success - A Case of a Stylised BEE Deal. Proceedings of the South African Accounting Association Western Cape Regional Conference. Cape Town, South Africa.
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