Mare, Eben, University of Pretoria, South Africa

• Vol 13, No 3 (2010) - Original Research
  Value at Risk in the South African equity market: a view from the tails
  Abstract  PDF
• Vol 16, No 4 (2013) - Original Research
  A new method for interpolating yield curve data, with applications to the South African market
  Abstract  PDF
• Vol 17, No 5 (2014) - Original Research
  Aspects of volatility targeting for South African equity investors
  Abstract  PDF