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APPLYING A GENETIC ALGORITHM TO INTERNATIONAL DIVERSIFICATION OF EQUITY PORTFOLIOS: A SOUTH AFRICAN INVESTOR PERSPECTIVE
KABUNDI, ALAIN; MWAMBA, JOHN MUTEBA - In: South African Journal of Economics 80 (2012) 1, pp. 91-105
Persistent link: https://www.econbiz.de/10010545621
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Contagion risk in african sovereign debt markets : A spatial econometrics approach
Muteba Mwamba, John; Manguzvane, Mathias - In: International Finance 23 (2020) 3, pp. 506-536
Persistent link: https://www.econbiz.de/10012282258
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The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan; Muteba Mwamba, John; Wohar, Mark E. - In: Finance research letters 25 (2018), pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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Performance evaluation of equity unit trusts in South Africa
Thobejane, Bonolo Maggie; Simo-Kengne, Beatrice D.; … - In: Managerial finance 43 (2017) 3, pp. 379-402
Persistent link: https://www.econbiz.de/10011691447
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Herding behaviour in financial markets : empirical evidence from the Johannesburg stock exchange
Ababio, Kofi A.; Muteba Mwamba, John - In: African finance journal 19 (2017) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10011720630
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Do Basel III higher common equity capital requirements matter for bank risk-taking behaviour? : lessons from South Africa
Adesina, Kolade Sunday; Muteba Mwamba, John - In: African development review 28 (2016) 3, pp. 319-331
Persistent link: https://www.econbiz.de/10011723383
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The calibration of market risk measures during period of economic downturn : market risks and measures
Muteba Mwamba, John - In: Risk management, strategic thinking and leadership in …, (pp. 89-102). 2017
Persistent link: https://www.econbiz.de/10011597231
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Computation of operational value at risk using the severity distribution model based on Bayesian method with Gibbs sampler
Muteba Mwamba, John - In: Risk management, strategic thinking and leadership in …, (pp. 103-121). 2017
Persistent link: https://www.econbiz.de/10011597244
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Financial tail risks in conventional and Islamic stock markets : a comparative analysis
Muteba Mwamba, John; Hammoudeh, Shawkat; Gupta, Rangan - In: Pacific-Basin finance journal 42 (2017), pp. 60-82
Persistent link: https://www.econbiz.de/10011800542
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Dynamic comovements between housing and oil markets in the US over 1859 to 2013 : a note
Antonakakis, Nikolaos; Gupta, Rangan; Muteba Mwamba, John - In: Atlantic economic journal : AEJ 44 (2016) 3, pp. 377-386
Persistent link: https://www.econbiz.de/10011711107