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Asset correlations in single factor credit risk models : an empirical investigation
Stoffberg, Hestia Jacomina
;
Van Vuuren, Gary
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1602-1617
Persistent link: https://www.econbiz.de/10011456702
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2
Non-capital calibration of bureau scorecards
Kritzinger, Nico
;
Van Vuuren, Gary
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 260-271
Persistent link: https://www.econbiz.de/10012655043
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3
Comparing the performance and composition of tracking error constrained and unconstrained portfolios
Du Sart, Colin F.
;
Van Vuuren, Gary
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 276-287
Persistent link: https://www.econbiz.de/10012656294
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4
Exploring the behaviour of actively managed, maximally diversified portfolios
Theron, L.
;
Van Vuuren, Gary
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
44
(
2020
)
2
,
pp. 49-72
Persistent link: https://www.econbiz.de/10012613652
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5
Identifying the drivers of trade finance in South Africa
Boshoff, S.
;
Van Vuuren, Gary
;
Viviers, Wilma
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
44
(
2020
)
3
,
pp. 139-162
Persistent link: https://www.econbiz.de/10012613711
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6
Optimal omega-ratio portfolio performance constrained by tracking error
Gunning, Wade
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
17
(
2020
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10012406128
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7
Exploring hedging strategies identified by fractal dimensions
Basson, Lodewikus Jacobus
;
Van Vuuren, Gary
- In:
Scientific Annals of Economics and Business
67
(
2020
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012415438
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8
An evaluation and comparison of Value at Risk and Expected Shortfall
Burdorf, Tom
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012055643
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9
Investment strategy performance under tracking error constraints
Evans, Carig
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 239-257
Persistent link: https://www.econbiz.de/10012056150
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10
Optimizing tracking error-constrained portfolios
Maxwell, Michael
;
Daly, Michael
;
Thomson, Daniel
;
Van …
- In:
Applied economics
50
(
2018
)
54
,
pp. 5846-5858
Persistent link: https://www.econbiz.de/10012062920
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