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Environmental, social and governance-efficient frontiers in an emerging market milieu

Bell, Francesca; Van Vuuren, Gary - In: Journal of economic and financial sciences : JEF 15 (2022) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10013363376

Applied prospect theory : assessing the βs of M&A-intensive firms

Homan, Garth Ryan; Van Vuuren, Gary - In: Investment management and financial innovations 16 (2019) 2, pp. 236-248

Persistent link: https://www.econbiz.de/10012122260

Active investment strategies under tracking error constraints

Maxwell, Michael; Van Vuuren, Gary - In: International advances in economic research : IAER ; an … 25 (2019) 3, pp. 309-322

Persistent link: https://www.econbiz.de/10012234315

Exploring the behaviour of actively managed, maximally diversified portfolios

Theron, L.; Van Vuuren, Gary - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 44 (2020) 2, pp. 49-72

Persistent link: https://www.econbiz.de/10012613652

Investment strategy performance under tracking error constraints

Evans, Carig; Van Vuuren, Gary - In: Investment management and financial innovations 16 (2019) 1, pp. 239-257

Persistent link: https://www.econbiz.de/10012056150

Impact of ESG disclosure score on investment portfolio performance

Macdonald, James; Van Vuuren, Gary - In: African journal of business & economic research : AJBER 19 (2024) 3, pp. 371-393

Persistent link: https://www.econbiz.de/10015329153

Spectral analysis and the death of value investing

Bezuidenhout, John-Morgan; Van Vuuren, Gary - In: Cogent economics & finance 9 (2021) 1, pp. 1-23

This study explores the redundancy of the value premium by conducting a Fourier analysis. The results illustrate periodicity in the value premium and merges the Adaptive Market Hypothesis with the Efficient Market hypothesis. The value premium is considered to be redundant due to structural...

Persistent link: https://www.econbiz.de/10013184434