Browsing All of EconStor by Author Van Vuuren, Gary
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2018 | The maximum diversification investment strategy: A portfolio performance comparison | Theron, Ludan; Van Vuuren, Gary |
2019 | The influence of corporate financial events on selected JSE-listed companies | Ferreira, S. J.; Mohlamme, S.; Van Vuuren, Gary; Dickason Koekemoer, Zandri |
2019 | Exploring the drivers of tracking error constrained portfolio performance | Gunning, Wade; Van Vuuren, Gary |
2019 | Replicating the CBOE VIX using a synthetic volatility index trading algorithm | Cary, Dayne; Van Vuuren, Gary |
2020 | Evaluating investment decisions based on the business cycle: A South African sector approach | Jansen van Rensburg, Johnny; Van Vuuren, Gary |
2021 | Portfolio performance under tracking error and benchmark volatility constraints | Hausner, Jan Frederick; Van Vuuren, Gary |
2021 | Spectral analysis and the death of value investing | Bezuidenhout, John-Morgan; Van Vuuren, Gary |