https://ujcontent.uj.ac.za/vital/access/manager/Index ${session.getAttribute("locale")} 5 Dependence analysis in BRICS stock markets : a vine copula approach https://ujcontent.uj.ac.za/vital/access/manager/Repository/uj:33743 Wed 15 Jan 2020 12:13:57 SAST ]]> Modelling aggregate risk of the South African banking industry in the context of the Basil Pillar II framework https://ujcontent.uj.ac.za/vital/access/manager/Repository/uj:25470 Wed 06 Dec 2017 12:23:24 SAST ]]> Linear predictor of discounted aggregated cash flows with dependent inter-occurrence time https://ujcontent.uj.ac.za/vital/access/manager/Repository/uj:33751 Tue 21 Jan 2020 10:15:40 SAST ]]> Multi-period portfolio optimization : a differential evolution copula-based approach https://ujcontent.uj.ac.za/vital/access/manager/Repository/uj:32240 Tue 17 Sep 2019 12:05:42 SAST ]]> The use of copulas in risk management. https://ujcontent.uj.ac.za/vital/access/manager/Repository/uj:9418 Thu 22 Aug 2019 16:15:06 SAST ]]> Multivariate copulas in financial market risk with particular focus on trading strategies and asset allocation https://ujcontent.uj.ac.za/vital/access/manager/Repository/uj:7351 Sat 16 Sep 2017 01:07:58 SAST ]]> An application of vine copula to the portfolio optimisation problem https://ujcontent.uj.ac.za/vital/access/manager/Repository/uj:16255 Mon 31 Jul 2017 11:55:34 SAST ]]> Empirical evidence of a systematic tail risk premium in the Johannesburg Stock Exchange https://ujcontent.uj.ac.za/vital/access/manager/Repository/uj:39777 Mon 30 Nov 2020 12:14:12 SAST ]]> Estimating portfolio value at risk by a conditional copula approach in BRICS countries https://ujcontent.uj.ac.za/vital/access/manager/Repository/uj:33802 Mon 09 May 2022 15:09:03 SAST ]]> Moments of the discounted renewal cash flows : a copula approach https://ujcontent.uj.ac.za/vital/access/manager/Repository/uj:30561 Fri 23 Aug 2019 01:15:54 SAST ]]>