| Risk estimation using the normal inverse Gaussian distribution JH Venter, PJ De Jongh Potchefstroomse Universiteit vir Christelike Hoër Onderwys, 2001 | 129 | 2001 |
| Interpreting the Sharpe ratio when excess returns are negative W McLEOD, G van Vuuren Investment Analysts Journal 33 (59), 15-20, 2004 | 85 | 2004 |
| Investigating the cyclical behaviour of the dry bulk shipping market C Chistè, G Van Vuuren Maritime Policy & Management 41 (1), 1-19, 2014 | 72 | 2014 |
| A review of operational risk in banks and its role in the financial crisis E De Jongh, D De Jongh, R De Jongh, G Van Vuuren South African Journal of Economic and Management Sciences 16 (4), 364-382, 2013 | 68 | 2013 |
| The impact of pre-selected variance in ation factor thresholds on the stability and predictive power of logistic regression models in credit scoring PJ De Jongh, E De Jongh, MP Pienaar, H Gordon-Grant, M Oberholzer, ... ORiON 31 (1), 17-37, 2015 | 61 | 2015 |
| Mallows-type bounded-influence-regression trimmed means PJ De Jongh, T De Wet, AH Welsh Journal of the American Statistical Association 83 (403), 805-810, 1988 | 53 | 1988 |
| The capital asset pricing model and Fama-French three factor model in an emerging market environment A Karp, G Van Vuuren The International Business & Economics Research Journal (Online) 16 (4), 231, 2017 | 52 | 2017 |
| Investment implications of the fractal market hypothesis A Karp, G Van Vuuren Annals of Financial Economics 14 (01), 1950001, 2019 | 47 | 2019 |
| The prominence of stationarity in time series forecasting J Van Greunen, A Heymans, C Van Heerden, G Van Vuuren Studies in Economics and Econometrics 38 (1), 1-16, 2014 | 44 | 2014 |
| The maximum diversification investment strategy: A portfolio performance comparison L Theron, G Van Vuuren Cogent Economics & Finance 6 (1), 1427533, 2018 | 40 | 2018 |
| An improved formulation of the underground mine scheduling optimisation problem when considering selective mining SE Terblanche, A Bley ORiON 31 (1), 1-16, 2015 | 36 | 2015 |
| Basel III countercyclical capital rules: Implications for South Africa G Van Vuuren South African Journal of Economic and Management Sciences 15 (3), 309-324, 2012 | 36 | 2012 |
| A proposed best practice model validation framework for banks PJ De Jongh, J Larney, E Mare, GW Van Vuuren, T Verster South African Journal of Economic and Management Sciences 20 (1), 1-15, 2017 | 32 | 2017 |
| Implied asset correlation in retail loan portfolios M Botha, G van Vuuren Journal of Risk Management in Financial Institutions 3 (2), 156-173, 2010 | 27 | 2010 |
| Selecting an innovation distribution for GARCH models to improve efficiency of risk and volatility estimation JH Venter, PJ De Jongh Journal of Risk 6 (3), 2004 | 24 | 2004 |
| Measuring the systemic risk in the South African banking sector GM Foggitt, A Heymans, GW van Vuuren, A Pretorius South African Journal of Economic and Management Sciences 20 (1), 1-9, 2017 | 23 | 2017 |
| Case study of postgraduate student dropout rate at South African universities A Styger, GW Van Vuuren, A Heymans Clute Institute, 2015 | 23 | 2015 |
| Calculating operational value-at-risk (OpVaR) in a retail bank J Esterhuysen, P Styger, G Van Vuuren South African Journal of Economic and Management Sciences 11 (1), 1-16, 2008 | 22 | 2008 |
| Further evidence of long memory in the South African stock market Q Morris, G Van Vuuren, P Styger South African Journal of Economics 77 (1), 81-101, 2009 | 21 | 2009 |
| Forecasting the South African business cycle using Fourier analysis D Thomson, G Van Vuuren The International Business & Economics Research Journal (Online) 15 (4), 175, 2016 | 20 | 2016 |
Riaan (PJ) de JonghCentre for BMI; North-West UniversityVerified email at nwu.ac.za
