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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
Saved in:
2
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
Saved in:
3
A case for economic capital as a Pillar 1 regulatory tool
Jacobs, Johann
;
Van Vuuren, Gary
- In:
The South African journal of economics
82
(
2014
)
2
,
pp. 290-314
Persistent link: https://www.econbiz.de/10010502202
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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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7
A statistical technique to enhance application scorecard monitoring
Kritzinger, Nico
;
Van Vuuren, Gary
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 45-71
Persistent link: https://www.econbiz.de/10012100624
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8
Assessing reputational risk : a four point matrix
Swanepoel, Ezelda
;
Esterhuysen, Ja'nel
;
Van Vuuren, Gary
; …
- In:
Journal of economic and financial sciences
10
(
2017
)
2
,
pp. 313-337
Persistent link: https://www.econbiz.de/10011795902
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9
Assembly of a conduct risk regulatory model for developing market banks
Hargarter, Antje
;
Van Vuuren, Gary
- In:
South African journal of economic and management sciences
20
(
2017
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011773304
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10
A proposed best practice model validation framework for banks
Jongh, Pieter Juriaan de
;
Larney, Janette
;
Maré, E.
; …
- In:
South African journal of economic and management sciences
20
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011778222
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