Last week the Risk Management lecturers attended the African Finance Journal conference in Durban and presented their latest research on markets, investment and hedging. The titles of the papers were:
Frans Dreyer, Dr Chris van Heerden and Susari Geldenhuys; “Timing a hedge decision: The development of a composite technical indicator for white maize”
Dr Chris van Heerden and Dr Andre Heymans; ” The applicability of the JSE Top 40 as an international investment option: A risk-adjusted evaluation”
Dr Andre Heymans and Wayne Brewer; ” Measuring the relationship between indtraday returns, volatility spill-overs and market beta during financial distress”
Congratulations team Risk Management!