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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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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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Establishing the relative competitiveness of South African banking shares : a Kalman filter approach
Van Heerden, Chris; Van Vuuren, Gary - In: The journal of applied business research 31 (2015) 2, pp. 539-571
Persistent link: https://www.econbiz.de/10010526751
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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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Investigating the cyclical behaviour of the dry bulk shipping market
Chistè, Claudio; Van Vuuren, Gary - In: Maritime policy and management : MPM 41 (2014) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10010240124
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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
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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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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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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