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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
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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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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
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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
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Exploring the behaviour of actively managed, maximally diversified portfolios
Theron, L.; Van Vuuren, Gary - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 44 (2020) 2, pp. 49-72
Persistent link: https://www.econbiz.de/10012613652
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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