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EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT
KABUNDI, ALAIN; MUTEBA, JOHN MWAMBA - In: South African Journal of Economics 79 (2011) 2, pp. 173-183
Persistent link: https://www.econbiz.de/10009245761
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THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS
LUMENGO BONGA‐BONGA; MWAMBA, MUTEBA - In: South African Journal of Economics 79 (2011) 3, pp. 301-311
Persistent link: https://www.econbiz.de/10011038642
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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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IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK-OVER-THRESHOLD APPROACH
MWAMBA, JOHN MUTEBA - In: South African Journal of Economics 80 (2012) 4, pp. 459-472
Persistent link: https://www.econbiz.de/10010642965