| 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 | 11 | 2015 |
| A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations L Mabitsela, C Guambe, R Kufakunesu Communications in Statistics-Theory and Methods 51 (6), 1791-1810, 2022 | 3 | 2022 |
| An ergodic BSDE risk representation in a jump-diffusion framework C Guambe, L Mabitsela, R Kufakunesu International Journal of Theoretical and Applied Finance 24 (03), 2150015, 2021 | 1 | 2021 |
| Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory C Guambe, R Kufakunesu, L Mabitsela American Institute of Mathematical Sciences, 2024 | | 2024 |
| On the risk measures representation and capital allocation in the Backward Stochastic Differential Equation framework L Mabitsela PQDT-Global, 2021 | | 2021 |
| Risk-based optimal portfolio of an insurer with regime switching and noisy memory R Kufakunesu, C Guambe, L Mabitsela arXiv preprint arXiv:1808.04604, 2018 | | 2018 |
| Optimal portfolio with liquidity constraint and the Lagrange method L Mabitsela Conference Abstracts 1 (1), 2016 | | 2016 |
| Evaluation of the South African equity markets in a value-at-risk framework L Mabitsela PQDT-Global, 2015 | | 2015 |
| A NOTE ON VAR VALUATION IN SOUTH AFRICAN EQUITY MARKET L MABITSELA, E MARE, R KUFAKUNESU | | 2014 |
| DEPARTMENT OF MATHEMATICS AND APPLIED MATHEMATICS E MARKET, L MABITSELA, E MARE, R KUFAKUNESU | | 2014 |
