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Gary van Vuuren
Gary van Vuuren
Professor of quantitative finance
在 wits.ac.za 的电子邮件经过验证
标题
引用次数
引用次数
年份
Investigating the cyclical behaviour of the dry bulk shipping market
C Chistè, G Van Vuuren
Maritime Policy & Management 41 (1), 1-19, 2014
712014
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
672013
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
492017
Investment implications of the fractal market hypothesis
A Karp, G Van Vuuren
Annals of Financial Economics 14 (01), 1950001, 2019
462019
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
392014
The maximum diversification investment strategy: A portfolio performance comparison
L Theron, G Van Vuuren
Cogent Economics & Finance 6 (1), 1427533, 2018
382018
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
362012
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
272017
Implied asset correlation in retail loan portfolios
M Botha, G van Vuuren
Journal of Risk Management in Financial Institutions 3 (2), 156-173, 2010
272010
Case study of postgraduate student dropout rate at South African universities
A Styger, GW Van Vuuren, A Heymans
Clute Institute, 2015
222015
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
212009
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
212008
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
202017
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
202016
Optimizing tracking error-constrained portfolios
M Maxwell, M Daly, D Thomson, G Van Vuuren
Applied Economics 50 (54), 5846-5858, 2018
182018
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
182008
Hedge fund performance using scaled Sharpe and Treynor measures
F Van Dyk, G Van Vuuren, A Heymans
Clute Institute, 2014
172014
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
162015
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
132018
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
132014
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