| Estimating option-implied distributions in illiquid markets and implementing the Ross recovery theorem E Flint, E Maré South African Actuarial Journal 17 (1), 1-28, 2017 | 17 | 2017 |
| Factor Investing in South Africa E Flint, A Seymour, F Chikurunhe Available at SSRN 2864484, 2016 | 17 | 2016 |
| Fractional Black–Scholes option pricing, volatility calibration and implied Hurst exponents in South African context E Flint, E Maré South African journal of economic and management sciences 20 (1), 1-11, 2017 | 13 | 2017 |
| Beta estimates of shares on the JSE Top 40 in the context of reference-day risk C Baker, K Rajaratnam, EJ Flint Environment Systems and Decisions 36, 126-141, 2016 | 10 | 2016 |
| Global Risk Factors and S outh A frican Equity Indices DA Polakow, EJ Flint South African Journal of Economics 83 (4), 598-616, 2015 | 9 | 2015 |
| The cost of a free lunch: Dabbling in diversification E Flint, F Chikurunhe, A Seymour Peregrine Securities, 2015 | 8 | 2015 |
| Adapting to market regimes with timed hedging E Flint, A Seymour, F Chikurunhe Peregrine Securities, 2014 | 7 | 2014 |
| Trends in the South African Hedging Space Part II: Measuring Risk and Finding Return E Flint, A Seymour, F Chikurunhe Peregrine Securities, 2013 | 7 | 2013 |
| Evaluating equity analyst forecasts in South Africa S Ahmed, E Flint Investment Analysts Journal 49 (3), 199-214, 2020 | 6 | 2020 |
| Regime-based tactical allocation for equity factors and balanced portfolios E Maré, E Flint South African Actuarial Journal 19 (1), 27-52, 2019 | 6 | 2019 |
| Estimating long-term volatility parameters for market-consistent models EJ Flint, ER Ochse, DA Polakow South African Actuarial Journal 14 (1), 19-72, 2014 | 6 | 2014 |
| (Un) Modelling the Volatility Surface: Valuing South African Volatility Surfaces Via Risk-Neutral Historic Return Distributions E Flint, F Chikurunhe, A Seymour Peregrine Securities, 2012 | 6 | 2012 |
| Systematic testing of systematic trading strategies K Perumal, E Flint Available at SSRN 3132229, 2018 | 5 | 2018 |
| Fractional Black-Scholes Option Pricing, Volatility Calibration and Implied Hurst Exponents E Flint, E Mare Available at SSRN 2793927, 2016 | 5 | 2016 |
| Hedge Design: A Systematic Approach A Seymour, F Chikurunhe, E Flint Pelegrine Securities, 2012 | 4 | 2012 |
| Defining and measuring portfolio diversification E Flint, A Seymour, F Chikurunhe South African Actuarial Journal 20 (1), 17-48, 2020 | 3 | 2020 |
| Extending risk budgeting for market regimes and quantile factor models E Flint, S Du Plooy Available at SSRN 3141739, 2018 | 3 | 2018 |
| Thinking About Theta: An Analysis of Time Decay, Early Unwind and Closeout Feedback Effects A Seymour, F Chikurunhe, E Flint Early Unwind and Closeout Feedback Effects (April 19, 2017), 2017 | 3 | 2017 |
| In search of the perfect hedge underlying E Flint, A Seymour, F Chikurunhe Peregrine Securities, 2015 | 3 | 2015 |
| Factor Information Decay: A Global Study. E Flint, R Vermaak Journal of Portfolio Management 49 (2), 2023 | 2 | 2023 |
Daniel PolakowAssociate Professor, Statistics and Actuarial Science, University of StellenboschVerified email at sun.ac.za
