Browsing Research Articles (Mathematics and Applied Mathematics) by Author "Van Zyl, Gusti"

Browsing Research Articles (Mathematics and Applied Mathematics) by Author "Van Zyl, Gusti"

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  • On i-opertators on real normed spaces 
    Garcia-Pacheco, Francisco Javier; Puglisi, Daniele; Van Zyl, Gusti (NISC (Pty) Ltd and Taylor & Francis, 2015-02)
    We gradually study i-operators on real vector spaces, on real topological vector spaces, and on real normed spaces. Among several things we prove the existence of real topological vector spaces (different from the James’ ...
  • Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model 
    Guambe, Calisto; Kufakunesu, Rodwell; Van Zyl, Gusti; Beyers, Conrad F.J. (Springer, 2022-01)
    In this paper, we study a time consistent solution for a defined contribution pension plan under a mean-variance criterion with regime switching in a jump-diffusion setup, during the accumulation phase. We consider a market ...