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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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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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Extreme value at risk : a scenario for risk management
Kabundi, Alain; Mwamba Muteba, John - In: The South African journal of economics 79 (2011) 2, pp. 173-183
Persistent link: https://www.econbiz.de/10009299903
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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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THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON‐PARAMETRIC METHODS
BONGA‐BONGA, LUMENGO; MWAMBA, MUTEBA - In: The South African journal of economics 79 (2011) 3, pp. 301-312
Persistent link: https://www.econbiz.de/10009289195
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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: The South African journal of economics 80 (2012) 1, pp. 91-106
Persistent link: https://www.econbiz.de/10009843814
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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