I agree that this site is using cookies. You can find further informations here.
X
Jansen van Vuuren, W.A.
5  results:
Articles (Print) X
Search for persons X
?
1

Optimizing tracking error-constrained portfolios:

, In: Applied economics
Maxwell, Michael ; Thomson, Daniel ; Daly, Michael.. (2018)  54 - p. 5846-5858
Copies: Zentrale;
 
?
2

Attribution of hedge fund returns using a Kalman filter:

, In: Applied economics
Thomson, Daniel ; Van Vuuren, Gary. (2018)  9 - p. 1043-1058
Copies: Zentrale;
 
?
3

A comparison of risk aggregation estimates using copulas an..:

, In: Applied economics
Van Vuuren, Gary ; De Jongh, Riaan. (2017)  17 - p. 1715-1731
Copies: Zentrale;
 
?
4

Asset correlations in single factor credit risk models 

, In: Applied economics
an empirical investigation 
Stoffberg, Hestia Jacomina ; Van Vuuren, Gary. (2016)  16/18 - p. 1602-1617
Copies: Zentrale;
 
?
5

Disability insurance and unemployment insurance as substitu..:

, In: Applied economics
Koning, Pierre. (2010)  4/6 - p. 575-588
Copies: Zentrale;
 
1-5