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Showing 10 out of a total of 11 results for community: Mathematics and Applied Mathematics.
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If the equal weighted portfolio is so great, why isn’t it working in South Africa?
Taljaard, Byran Hugo
;
Mare, Eben
(
NISC Pty (Ltd) and Informa Limited (trading as Taylor and Francis Group)
,
2021
)
GARCH option pricing models in a South African equity context
Venter, Pierre Johan
;
Mare, Eben
(
Operations Research Society of South Africa
,
2020
)
Price discovery in the cryptocurrency option market : a univariate GARCH approach
Venter, Pierre Johan
;
Mare, Eben
;
Pindza, Edson
(
Cogent OA
,
2020
)
The recovery theorem with application to risk management
Van Appel, Vaughan
;
Mare, Eben
(
South African Statistical Association
,
2020
)
Collateralised option pricing in a South African context : a univariate GARCH approach
Venter, Pierre J.
;
Levendis, Alexis Jacques
;
Mare, Eben
(
Taylor and Francis
,
2022
)
Efficient pricing of spread options with stochastic rates and stochastic volatility
Levendis, Alexis Jacques
;
Mare, Eben
(
MDPI
,
2022-11
)
Determining safe retirement withdrawal rates using forward-looking distributions
Van Appel, Vaughan
;
Mare, Eben
(
Academy of Science of South Africa
,
2022-03
)
Quantitative guidelines for retiring (more safely) in South Africa
Van Appel, Vaughan
;
Mare, Eben
;
Van Niekerk, Andries
(
Actuarial Society of South Africa
,
2021-01-01
)
Pricing two-asset rainbow options with the fast Fourier transform
Levendis, Alexis
;
Mare, Eben
(
South African Statistical Association (SASA)
,
2023
)
Why has the equal weight portfolio underperformed and what can we do about it?
Taljaard, Byran Hugo
;
Mare, Eben
(
Routledge
,
2021
)
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Author
Mare, Eben (11)
Van Appel, Vaughan (3)
Levendis, Alexis Jacques (2)
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Taljaard, Byran Hugo (2)
Venter, Pierre Johan (2)
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Van Niekerk, Andries (1)
Venter, Pierre J. (1)
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Diversification (2)
Equal weight portfolio (2)
Equities (2)
Fast Fourier transform (FFT) (2)
Generalised autoregressive conditional heteroskedasticity (GARCH) (2)
Option pricing (2)
Stochastic portfolio theory (2)
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