| A proposed best practice model validation framework for banks PJ De Jongh, J Larney, E Mare, GW Van Vuuren, T Verster South African Journal of Economic and Management Sciences 20 (1), 1-15, 2017 | 27 | 2017 |
| Long term extrapolation and hedging of the South African yield curve MP Thomas PQDT-Global, 2008 | 24 | 2008 |
| Why has the equal weight portfolio underperformed and what can we do about it? BH Taljaard, E Maré Quantitative Finance 21 (11), 1855-1868, 2021 | 19 | 2021 |
| Extreme value theory—An application to the South African equity market DC Wentzel, E Mare Investment Analysts Journal 36 (66), 73-77, 2007 | 19 | 2007 |
| Garch generated volatility indices of bitcoin and crix PJ Venter, E Maré Journal of Risk and Financial Management 13 (6), 121, 2020 | 18 | 2020 |
| Examining the volatility skew in the South African equity market using risk-neutral historical distributions M De Araujo, E Maré Investment Analysts Journal 2006 (64), 15-19, 2006 | 18 | 2006 |
| Homotopy perturbation transform method for pricing under pure diffusion models with affine coefficients CRB Moutsinga, E Pindza, E Mare Journal of King Saud University-Science 30 (1), 1-13, 2018 | 17 | 2018 |
| Estimating option-implied distributions in illiquid markets and implementing the Ross recovery theorem E Flint, E Maré South African Actuarial Journal 17 (1), 1-28, 2017 | 17 | 2017 |
| Solving the generalized regularized long wave equation using a distributed approximating functional method E Pindza, E Maré International Journal of Computational Mathematics 2014 (1), 178024, 2014 | 14 | 2014 |
| Interpolating yield curve data in a manner that ensures positive and continuous forward curves PF Du Preez, E Maré South African Journal of Economic and Management Sciences 16 (4), 395-406, 2013 | 13 | 2013 |
| Value at Risk in the South African equity market: a view from the tails C Milwidsky, E Mare South African Journal of Economic and Management Sciences 13 (3), 345-361, 2010 | 13 | 2010 |
| Fractional Black–Scholes option pricing, volatility calibration and implied Hurst exponents in South African context E Flint, E Maré South African journal of economic and management sciences 20 (1), 1-11, 2017 | 12 | 2017 |
| Price discovery in the cryptocurrency option market: A univariate GARCH approach PJ Venter, E Mare, E Pindza Cogent Economics & Finance 8 (1), 1803524, 2020 | 11 | 2020 |
| Price discovery in the volatility index option market: a univariate GARCH approach PJ Venter, E Maré Finance Research Letters 44, 102069, 2022 | 10 | 2022 |
| Quantification of VaR: A note on VaR valuation in the South African equity market L Mabitsela, E Maré, R Kufakunesu Journal of Risk and Financial Management 8 (1), 103-126, 2015 | 10 | 2015 |
| A robust spectral integral method for solving chaotic finance systems CRB Moutsinga, E Pindza, E Mare Alexandria Engineering Journal 59 (2), 601-611, 2020 | 9 | 2020 |
| Banking regulations: An examination of the failure of African Bank using Merton’s structural model LB Sanderson, DCJ De Jongh, E Maré South African Journal of Science 113 (7-8), 15-21, 2017 | 9 | 2017 |
| Sinc Collocation Method for Solving the Benjamin‐Ono Equation E Pindza, E Maré Journal of Computational Methods in Physics 2014 (1), 392962, 2014 | 7 | 2014 |
| Determining safe retirement withdrawal rates using forward-looking distributions V Van Appel, E Maré South African Journal of Science 118 (3-4), 1-7, 2022 | 6 | 2022 |
| Regime-based tactical allocation for equity factors and balanced portfolios E Maré, E Flint South African Actuarial Journal 19 (1), 27-52, 2019 | 6 | 2019 |
