Munich Personal RePEc Archive

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Jump to: 50240 | 50323 | 64383 | 64384 | 64386 | 64387 | 64388 | 64389
Number of items: 8.

50240

Muteba Mwamba, John and Suteni, Mwambi (2010): An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio.

50323

Muteba Mwamba, John (2012): On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model. Published in: African Journal of Business Management , Vol. 6, No. 36 (2 September 2012): pp. 10015-10024.

64383

Muteba Mwamba, John (2014): Another reason why the efficient market hypothesis is fuzzy.

64384

Muteba Mwamba, John and Mokwena, Paula (2013): International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach.

64386

Muteba Mwamba, John and Thabo, Lethaba and Uwilingiye, Josine (2014): Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models.

64387

Muteba Mwamba, John and Mhlanga, Isaah (2013): Extreme conditional value at risk: a coherent scenario for risk management.

64388

Muteba Mwamba, John (2013): Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether?

64389

Muteba Mwamba, John and Dube, Sandile (2014): The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector.

This list was generated on Sat Sep 21 05:45:03 2019 CEST.
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