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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

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

Attribution of hedge fund returns using a Kalman filter

Thomson, Daniel; Van Vuuren, Gary - In: Applied economics 50 (2018) 9, pp. 1043-1058

Persistent link: https://www.econbiz.de/10011848239

Portfolio performance under tracking error and benchmark volatility constraints

Hausner, Jan Frederick; Van Vuuren, Gary - In: Journal of economics, finance & administrative science 26 (2021) 51, pp. 94-111

Purpose: Using a portfolio comprising liquid global stocks and bonds, this study aims to limit absolute risk to that of a standardised benchmark and determine whether this has a significant impact on expected return in both high volatility period (HV) and low volatility period (LV)....

Persistent link: https://www.econbiz.de/10012598597

Duration analysis in South Africa : the search for superior measures

Vuuren, Gary van; Styger, Paul - In: The South African journal of economics 74 (2006) 2, pp. 266-293

Persistent link: https://www.econbiz.de/10003348653