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International journal of economics and financial issues : IJEFI
3
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3
Tydskrif vir studies in ekonomie en ekonometrie : SEE
3
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2
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1
A review and update of value at risk
Maxwell, D.
;
Van Vuuren, Gary
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
38
(
2014
)
3
,
pp. 79-101
Persistent link: https://www.econbiz.de/10010517315
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2
The prominence of stationarity in time series forecasting
Greunen, J. van
;
Heymans, A.
;
Van Heerden, Chris
;
Van …
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
38
(
2014
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010377068
Saved in:
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
Saved in:
4
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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5
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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6
Portfolio performance under tracking error and asset weight constraints
Daly, Michael H.
;
Van Vuuren, Gary
- In:
Journal of economic and financial sciences : JEF
13
(
2020
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012321264
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7
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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8
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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9
Feasible portfolios under tracking error, β, α and utility constraints
Daly, Michael
;
Maxwell, Michael
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 141-153
Persistent link: https://www.econbiz.de/10012001419
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10
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
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