Simulating Credit Loss Distributions: Empirical Versus the Vasicek Model von Milonas, Natasa, Vuuren, Gary van

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Visualisation of Mahalanobis Distances for Trivariate JOINT Distributions von Groenewald, Emily, Vuuren, Gary Van

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Detecting Investment Fraud Using the Bias Ratio von van Vuuren, Joshua, van Vuuren, Gary

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Estimating Value at Risk and Expected Shortfall: A Kalman Filter Approach von Lecq, Max van der, Vuuren, Gary van

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Portfolio performance under tracking error and benchmark volatility constraints von Hausner, Jan Frederick, Van Vuuren, Gary

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An Omega Ratio Analysis Of Global Hedge Fund Returns von Rambo, James, Van Vuuren, Gary

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Impact of ESG disclosure Score on Investment Portfolio Performance von Macdonald, James, van Vuuren, Gary

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Exploring South African/USA cryptocurrency arbitrage von Hutton, Jamie, van Vuuren, Gary

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An optimised credit scorecard to enhance cut-off score determination von Van Vuuren, Gary W., Kritzinger, Nico

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Development and comparison of payment behaviour prediction models for two South African state departments von van Vuuren, Gary W., Fourie, Erika, Verster, Tanja

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The impact of climate risk on corporate credit risk von Bell, Francesca, Van Vuuren, Gary

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Procyclicality in tradeable credit risk : consequences for South Africa von Visser, Dirk, Van Vuuren, Gary W.

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Measuring the systemic risk in the South African banking sector von Heymans, Andre, Pretorius, Anmar, Foggitt, Gregory M., van Vuuren, Gary W.

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Commodity Prices and the US Business Cycle von van der Nest, Matthew, van Vuuren, Gary

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A proposed best practice model validation framework for banks von de Jongh, Pieter J. (Riaan), Larney, Janette, Verster, Tanja, Mare, Eben, van Vuuren, Gary W.

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A regression and comparative study of United States and South African yield curves using principal component analysis von Van Vuuren, Gary W., Mohamed, Ashfaaq, Patel, Kavir

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Environmental, social and governance-efficient frontiers in an emerging market milieu von Bell, Francesca, van Vuuren, Gary

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Measurement and Calibration of Regulatory Credit Risk Asset Correlations von van Dyk, Anton, van Vuuren, Gary

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Active Investment Strategies under Tracking Error Constraints von Maxwell, Michael, van Vuuren, Gary

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Trading book risk metrics: A South African perspective von Van Vuuren, Gary Wayne, Visser, Dirk

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