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Applying a genetic algorithm to international diversification of equity portfolios : a South African investor perspective
Kabundi, Alain; Muteba Mwamba, John - In: The South African journal of economics 80 (2012) 1, pp. 91-105
Persistent link: https://www.econbiz.de/10009540437
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Implementing a robust risk model for South African equity markets : a peak-over-threshold approach
Muteba Mwamba, John - In: The South African journal of economics 80 (2012) 4, pp. 459-472
Persistent link: https://www.econbiz.de/10009742662
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The predictability of stock market returns in South Africa : parametric vs. non-parametric methods
Bonga-Bonga, Lumengo; Muteba Mwamba, John - In: The South African journal of economics 79 (2011) 3, pp. 301-311
Persistent link: https://www.econbiz.de/10009376640
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IMPLEMENTING A ROBUST RISK MODEL FOR SOUTH AFRICAN EQUITY MARKETS: A PEAK‐OVER‐THRESHOLD APPROACH
MWAMBA, JOHN MUTEBA - In: The South African journal of economics 80 (2012) 4, pp. 459-472
Persistent link: https://www.econbiz.de/10010055647
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Synchronisation between South Africa and the US : structural dynamic factor analysis
Kabundi, Alain - In: The South African journal of economics 77 (2009) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003837662
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Inflation and Inflation Expectations in South Africa: an Attempt at Explanation
Kabundi, Alain; Schaling, Eric - In: The South African journal of economics 81 (2013) 3, pp. 346-355
Persistent link: https://www.econbiz.de/10010173864
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EXTREME VALUE AT RISK: A SCENARIO FOR RISK MANAGEMENT
KABUNDI, ALAIN; MUTEBA, JOHN MWAMBA - In: The South African journal of economics 79 (2011) 2, pp. 173-184
Persistent link: https://www.econbiz.de/10009134468
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PATTERNS OF CO‐MOVEMENT BETWEEN SOUTH AFRICA AND GERMANY: EVIDENCE FROM THE PERIOD 1985 TO 2006
Kabundi, Alain; Loots, Elsabé - In: The South African journal of economics 78 (2010) 4, pp. 383-400
Persistent link: https://www.econbiz.de/10008745466
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ASSESSING MONETARY POLICY IN SOUTH AFRICA IN A DATA‐RICH ENVIRONMENT
Kabundi, Alain; Ngwenya, Nonhlanhla - In: The South African journal of economics 79 (2011) 1, pp. 91-108
Persistent link: https://www.econbiz.de/10008849958
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SYNCHRONISATION BETWEEN SOUTH AFRICA AND THE U.S.: A STRUCTURAL DYNAMIC FACTOR ANALYSIS
kabundi, alain - In: The South African journal of economics 77 (2009) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10008236037