Investigating the cyclical behaviour of the dry bulk shipping market C Chistè, G Van Vuuren Maritime Policy & Management 41 (1), 1-19, 2014 | 71 | 2014 |
A review of operational risk in banks and its role in the financial crisis E De Jongh, D De Jongh, R De Jongh, G Van Vuuren South African Journal of Economic and Management Sciences 16 (4), 364-382, 2013 | 67 | 2013 |
The capital asset pricing model and Fama-French three factor model in an emerging market environment A Karp, G Van Vuuren The International Business & Economics Research Journal (Online) 16 (4), 231, 2017 | 49 | 2017 |
Investment implications of the fractal market hypothesis A Karp, G Van Vuuren Annals of Financial Economics 14 (01), 1950001, 2019 | 46 | 2019 |
The prominence of stationarity in time series forecasting J Van Greunen, A Heymans, C Van Heerden, G Van Vuuren Studies in Economics and Econometrics 38 (1), 1-16, 2014 | 39 | 2014 |
The maximum diversification investment strategy: A portfolio performance comparison L Theron, G Van Vuuren Cogent Economics & Finance 6 (1), 1427533, 2018 | 38 | 2018 |
Basel III countercyclical capital rules: Implications for South Africa G Van Vuuren South African Journal of Economic and Management Sciences 15 (3), 309-324, 2012 | 36 | 2012 |
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 |
Implied asset correlation in retail loan portfolios M Botha, G van Vuuren Journal of Risk Management in Financial Institutions 3 (2), 156-173, 2010 | 27 | 2010 |
Case study of postgraduate student dropout rate at South African universities A Styger, GW Van Vuuren, A Heymans Clute Institute, 2015 | 22 | 2015 |
Further evidence of long memory in the South African stock market Q Morris, G Van Vuuren, P Styger South African Journal of Economics 77 (1), 81-101, 2009 | 21 | 2009 |
Calculating operational value-at-risk (OpVaR) in a retail bank J Esterhuysen, P Styger, G Van Vuuren South African Journal of Economic and Management Sciences 11 (1), 1-16, 2008 | 21 | 2008 |
Measuring the systemic risk in the South African banking sector GM Foggitt, A Heymans, GW van Vuuren, A Pretorius South African Journal of Economic and Management Sciences 20 (1), 1-9, 2017 | 20 | 2017 |
Forecasting the South African business cycle using Fourier analysis D Thomson, G Van Vuuren The International Business & Economics Research Journal (Online) 15 (4), 175, 2016 | 20 | 2016 |
Optimizing tracking error-constrained portfolios M Maxwell, M Daly, D Thomson, G Van Vuuren Applied Economics 50 (54), 5846-5858, 2018 | 18 | 2018 |
Basel II Correlation Values: An empirical analysis of EL, UL and the IRB Model M Hansen, G Van Vuuren, K Ramadurai, M Verde Special Report, Credit Market Research, Financial Institutions, FitchRatings, 2008 | 18 | 2008 |
Hedge fund performance using scaled Sharpe and Treynor measures F Van Dyk, G Van Vuuren, A Heymans Clute Institute, 2014 | 17 | 2014 |
Implementing the countercyclical capital buffer in South Africa: Practical considerations P Burra, PJ De Jongh, H Raubenheimer, G Van Vuuren, H Wiid South African Journal of Economic and Management Sciences 18 (1), 105-127, 2015 | 16 | 2015 |
A regression and comparative study of United States and South African yield curves using principal component analysis K Patel, A Mohamed, GW van Vuuren South African Journal of Economic and Management Sciences 21 (1), 1-15, 2018 | 13 | 2018 |
Hedge fund performance evaluation using the Sharpe and Omega ratios F van Dyk, G van Vuuren, A Heymans The International Business & Economics Research Journal (Online) 13 (3), 485, 2014 | 13 | 2014 |