In South Africa the work-integrated education curriculum of universities of technology (UoTs) requires a portfolio of evidence from a student towards the end of study, typically work being done over three years of undergraduate study. This paper will consider the potential that e-portfolios will have on the skills the students gained from work-integrated learning experiences as well as possible...

EECE 2000. Introduction to Engineering Co-op Education. 1 Hour. Provides students preparation for the first co-op experience. Focuses on skills that provide a basis for successful co-op engagement including expectations and requirements, an introduction to professional credentials, résumé construction, self-assessment and goal setting, interviewing, professional and co-op ethics, issues of dive...

Default loss distribution of corporate portfolios plays a crucial role in CDO tranche pricing, tracking error calculation and profit/loss assessment of corporation systems. This work gives an efficient algorithm to calculate the default loss distribution based on Hull-White probability bucketing approach and importance sampling method. The Gaussian copula model is assumed to calculate the condi...

In credit scoring, low-default portfolios are those for which very little default history exists. This makes it problematic for financial institutions to estimate a reliable probability of a customer defaulting on a loan. Banking regulation (Basel II Capital Accord), and best practice, however, necessitate an accurate and valid estimate of the probability of default. In this article the suitabi...

Mit dem co-curricularen Begleitstudium Problemlösekompetenz wurde an der Universität Augsburg ein Studienangebot geschaffen, dass die Integration von informellen Projektaktivitäten in studentischen Praxisgemeinschaften in das Curriculum von BA-/MA-Studiengängen ermöglicht. Dieser Beitrag zeigt, wie das didaktische Konzept des Begleitstudiums in einer technischen Plattform, die verschiedene Tool...

This paper applies the mean-variance portfolio optimization (PO) approach and the stochastic dominance (SD) test to examine preferences for international diversification versus domestic diversification from American investors’ viewpoints. Our PO results imply that the domestic diversification strategy dominates the international diversification strategy at a lower risk level and the reverse is ...

Traditional mean-variance efficient portfolios do not capture the potential wealth creation opportunities provided by predictability of asset returns. We propose a simple method for constructing optimally managed portfolios that exploits the possibility that asset returns are predictable. We implement these portfolios in both single and multi-period horizon settings. We compare alternative port...

T his paper ascertains the extent of mispricing in equity portfolios, mispricing-divestment relation, and the role of African equities as risk diversification strategies during commodity market turbulence. Following Baur and Lucey (2010), one identifies an arbitrary commodity market crisis to be 1%, 5%, and 10% declining moments in returns. However, their approach is extended by usin...