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Francesca Bell,Gary van Vuuren
AbstractOrientation: Environmental, social and governance (ESG) factors have evolved from peripheral significance (2000s) to a leading factor (2022) for many corporates. Most are now assigned ESG grades; which are increasingly scrutinised by investors.Re...
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Michael H. Daly,Gary van Vuuren
AbstractOrientation: Active portfolio managers must simultaneously maximise excess returns (over benchmarks), limit risk and observe constraints on, for example, tracking errors (TRs), betas and asset weights.Research purpose: Determining the range of po...
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Boitumelo Masilela,John Pangala,Jurie van Vuuren
AbstractPurpose: The primary aim of this study was to investigate the entrepreneurial intentions of social grant recipients in the cities of Johannesburg and Tshwane. This study further investigated the extent to which social grants influence the entrepr...
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Chantelle Y. Janse van Vuuren, Hendrik J. Vermeulen
This study investigates the use of clustering methodologies as a means of reducing spatio-temporal wind speed data into statistically representative classes of temporal profiles for further processing and interpretation. The clustering methodologies...
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Jan H van Vuuren
Pág. 87 - 95
?n Deelversameling X ? V van die puntversameling V van ?n grafiek G = (V,E) is ?n onafhanklike versameling in G indien geen twee punte van X naasliggend is in G nie. Die kardinaalgetal van ?n grootste onafhanklike versameling in G word die onaf...
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Jenni van Dyk, Jaun Lange, Gary van Vuuren
Empirical studies have demonstrated that loan default probabilities (PD) and loss given defaults (LGD) are positively correlated because of a common, business cycle, dependency. Regulatory capital requirements demand that banks use downturn LGD estimates...
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Adam Karp, Gary van Vuuren
This paper tests the validity and accuracy of the Capital Asset Pricing Model and the Fama-French Three-Factor Model, by predicting the variation in excess portfolio returns on the Johannesburg Stock Exchange. Portfolios of stocks were constructed based ...
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Gary van Vuuren, Riaan de Jongh, Tanja Verster
The Basel regulatory credit risk rules for expected losses require banks use downturn loss given default (LGD) estimates because the correlation between the probability of default (PD) and LGD is not captured, even though this has been repeatedly demonst...
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Ezelda Swanepoel,J Esterhuysen,Gary van Vuuren,Ronnie Lotriet
AbstractCorporate strategies have been increasingly confronted with the need to measure and manage corporate reputation. Despite the importance associated with measuring and assessing reputational risk, the effectiveness of techniques that accomplish the...
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Daniel Thomson, Gary van Vuuren
A Fourier transform analysis is proposed to determine the duration of the South African business cycle, measured using log changes in nominal gross domestic product (GDP). The most prominent cycle (two smaller, but significant, cycles are also present in...
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