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Hedge fund performance using scaled Sharpe and Treynor measures
Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 6, pp. 1261-1300
Persistent link: https://www.econbiz.de/10011279837
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Case study of postgraduate student dropout rate at South African universities
Styger, A.; Van Vuuren, Gary; Heymans, A. - In: International business and economics research journal 14 (2015) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010529411
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Hedge fund performance evaluation using the Sharpe and Omega ratios
Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 3, pp. 485-512
Persistent link: https://www.econbiz.de/10010370229
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A risk-adjusted performance evaluation of US and EU hedge funds and associated equity markets over the 2007 - 2009 financial crisis
Van Heerden, Chris; Heymans, André; Van Vuuren, Gary; … - In: International business and economics research journal 13 (2014) 1, pp. 169-189
Persistent link: https://www.econbiz.de/10010251617
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The bias ratio as a hedge fund fraud indicator : an empirical performance study under different economic conditions
Van Dyk, François; Van Vuuren, Gary; Heymans, André - In: International business and economics research journal 13 (2014) 4, pp. 867-896
Persistent link: https://www.econbiz.de/10010393444
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Forecasting the South African business cycle using fourier analysis
Thomson, Daniel; Van Vuuren, Gary - In: International business and economics research journal 15 (2016) 4, pp. 175-192
Persistent link: https://www.econbiz.de/10011701288
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The impact of systemic loss given default on economic capital
Van Dyk, Jenni; Lange, Jaun; Van Vuuren, Gary - In: International business and economics research journal 16 (2017) 2, pp. 87-100
Persistent link: https://www.econbiz.de/10011701563
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The impact of PD-LGD correlation on expected loss and economic capital
Van Vuuren, Gary; De Jongh, Riaan; Verster, Tanja - In: International business and economics research journal 16 (2017) 3, pp. 157-170
Persistent link: https://www.econbiz.de/10011965066
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The Capital Asset Pricing Model and Fama-French Three Factor Model in an emerging market environment
Karp, Adam; Van Vuuren, Gary - In: International business and economics research journal 16 (2017) 4, pp. 231-255
Persistent link: https://www.econbiz.de/10011965141