Research

Quantitative research material about investment matters, markets, fund performances and products…

For research articles about specific retirement planning issues, please visit:

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Evaluating Active and Passive Investing Strategies with reference to the

South African Unit Trust Industry: 1988-2003

 

The JSE Return Characteristics: 1960-2005               

Asset Allocation: An Evaluation of Investment Portfolios

A Decomposition of Equity Returns: 1960- 2005

The Characteristics of Stock Market Volatility          

Capital Losses on the JSE: Implications for Long-term Investors

The Dynamics of Stock Market Returns:

Inflation & Interest Rates as Key Economic Variables

Asset Allocation Strategies: A Historical Perspective

Interest Rates and Equity Returns: An Inverse Relationship?

Market Timing and Equity Investing: A Viable Investment Strategy?

The Investment Allocation Decision: Evaluating Phasing-in Strategies

A Snapshot Analysis of Unit Trust Performances

In Pursuit of Alpha: Outperformance Characteristics

Stock Market Cycles: Five Decades of Market Highs and Lows

Bull Market Phases: A Graphical Presentation

Active and Index Investing: Basic theories and empirical evidence from the

South African equity market

Dividends: The Major Source of Real Equity Returns

RSA Retail Savings Bonds: Fixed or inflation linked rates

How much of the unit trust fund returns do investors get on average?

Finding Performance Persistence among South African Equity Unit Trusts

Total Expense Ratios and Fund Performances

Investing by Probabilities

Saving for retirement: RA or discretionary investment?

The Appropriateness of Equities in Living Annuity Portfolios

Identifying Appropriate Post-Retirement Investment Portfolios

Tax-free savings accounts: The return benefits and suitable portfolios

To RA or TFSA—which one is better?

The Elusiveness of Market-beating Fund Performances

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