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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

Evaluating investment decisions based on the business cycle : a South African sector approach

Jansen van Rensburg, Johnny; Van Vuuren, Gary - In: Cogent economics & finance 8 (2020) 1, pp. 1-24

Sector investing aims to guide investors in identifying undervalued securities. Knowing which sectors flourish at different phases of the business cycle, investment returns may be boosted by increasing holdings in securities from strengthening sectors and reducing holdings in weakening ones. As...

Persistent link: https://www.econbiz.de/10013179695

Spectral analysis and the death of value investing

Bezuidenhout, John-Morgan; Van Vuuren, Gary - In: Cogent economics & finance 9 (2021) 1, pp. 1-23

This study explores the redundancy of the value premium by conducting a Fourier analysis. The results illustrate periodicity in the value premium and merges the Adaptive Market Hypothesis with the Efficient Market hypothesis. The value premium is considered to be redundant due to structural...

Persistent link: https://www.econbiz.de/10013184434

Liquidity creation in South African banks under stressed economic conditions

Esterhuysen, Ja'nel; Van Vuuren, Gary; Styger, Paul - In: The South African journal of economics 80 (2012) 1, pp. 106-122

Persistent link: https://www.econbiz.de/10009540436

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

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

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

Hedge fund performance evaluation using the Kalman filter

Van Vuuren, Gary; Yacumakis, R. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 39 (2015) 3, pp. 1-23

Persistent link: https://www.econbiz.de/10011569456

Forecasting the South African business cycle using fourier analysis

Thomson, Daniel; Van Vuuren, Gary - In: International business and economics research journal 15 (2016) 4, pp. 175-192

Persistent link: https://www.econbiz.de/10011701288

The impact of systemic loss given default on economic capital

Van Dyk, Jenni; Lange, Jaun; Van Vuuren, Gary - In: International business and economics research journal 16 (2017) 2, pp. 87-100

Persistent link: https://www.econbiz.de/10011701563