E-LIB Suche - Ergebnisse für: Van Vuuren, Gary

1

Combining E-Scores with Scenario Analysis to Evaluate the I..:

van der Walt, Rudolf ; van Vuuren, Gary ; Larney, Janette..
Climate. 12 (2024) 7 - p. 107 , 2024

Link: https://doi.org/10.3390/..

2

Commodity Prices and the US Business Cycle:

van der Nest, Matthew ; van Vuuren, Gary
Journal of Risk and Financial Management. 16 (2023) 10 - p. 462 , 2023

Link: https://doi.org/10.3390/..

3

Measurement and Calibration of Regulatory Credit Risk Asset..:

van Dyk, Anton ; van Vuuren, Gary
Journal of Risk and Financial Management. 16 (2023) 9 - p. 402 , 2023

Link: https://doi.org/10.3390/..

4

Metal price behaviour during recent crises: COVID-19 and th..:

van der Nest, Matthew ; van Vuuren, Gary
Journal of Economic and Financial Sciences. 16 (2023) 1 - p. , 2023

Link: https://doi.org/10.4102/..

5

Detecting Investment Fraud Using the Bias Ratio:

van Vuuren, Joshua ; van Vuuren, Gary
SAGE Open. 12 (2022) 2 - p. 215824402210979 , 2022

Link: https://doi.org/10.1177/..

6

The impact of climate risk on corporate credit risk:

Bell, Francesca ; van Vuuren, Gary
Cogent Economics & Finance. 10 (2022) 1 - p. , 2022

Link: https://doi.org/10.1080/..

7

Tactical asset allocation using the Kalman filter:

van Rooyen, Reder ; van Vuuren, Gary
Investment Analysts Journal. 51 (2022) 3 - p. 202-215 , 2022

Link: https://doi.org/10.1080/..

8

Environmental, social and governance-efficient frontiers in..:

Bell, Francesca ; van Vuuren, Gary
Journal of Economic and Financial Sciences. 15 (2022) 1 - p. , 2022

Link: https://doi.org/10.4102/..

9

Global maximal Sharpe ratios for active portfolios:

van Vuuren, Gary ; van der Lecq, Max
Applied Economics Letters. 30 (2022) 15 - p. 2069-2073 , 2022

Link: https://doi.org/10.1080/..

10

Spectral analysis and the death of value investing:

Bezuidenhout, John-Morgan ; van Vuuren, Gary ; Seetharam, Yudhvir
Cogent Economics & Finance. 9 (2021) 1 - p. , 2021

Link: https://doi.org/10.1080/..

11

Portfolio performance under tracking error and asset weight..:

Daly, Michael H. ; van Vuuren, Gary
Journal of Economic and Financial Sciences. 13 (2020) 1 - p. , 2020

Link: https://doi.org/10.4102/..

12

Optimal omega-ratio portfolio performance constrained by tr..:

Gunning, Wade ; van Vuuren, Gary
Investment Management and Financial Innovations. 17 (2020) 3 - p. 263-280 , 2020

Link: https://doi.org/10.21511..

13

Evaluating investment decisions based on the business cycle..:

Jansen van Rensburg, Johnny ; van Vuuren, Gary ; Zhang, Xibin
Cogent Economics & Finance. 8 (2020) 1 - p. 1852729 , 2020

Link: https://doi.org/10.1080/..

14

Measuring the systemic risk transfer from the United States..:

Foggitt, Gregory M. ; Heymans, André ; Van Vuuren, Gary
Applied Economics. 51 (2019) 27 - p. 2934-2944 , 2019

Link: https://doi.org/10.1080/..

15

Investment strategy performance under tracking error constr..:

Evans, Carig ; van Vuuren, Gary
Investment Management and Financial Innovations. 16 (2019) 1 - p. 239-257 , 2019

Link: https://doi.org/10.21511..