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Search on : MARE, EBEN [Author]
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 van Appel, Vaughan and Maré, Eben Determining safe retirement withdrawal rates using forward-looking distributions. S. Afr. j. sci., Apr 2022, vol.118, no.3-4, p.1-7. ISSN 0038-2353
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 Maré, Eben. A note on equity returns for South African investors. S. Afr. j. sci., Aug 2018, vol.114, no.7-8, p.9-10. ISSN 0038-2353
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 Sanderson, Leon B., Maré, Eben and de Jongh, Dawie C.J. Banking regulations: An examination of the failure of African Bank using Merton's structural model. S. Afr. j. sci., Aug 2017, vol.113, no.7-8, p.1-7. ISSN 0038-2353
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 Maré, Eben. A note on aspects of risk and return for South African bond investors. S. Afr. j. sci., Dec 2016, vol.112, no.11-12, p.1-3. ISSN 0038-2353
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 Maré, Eben. Safe spending rates for South African retirees. S. Afr. j. sci., Feb 2016, vol.112, no.1-2, p.1-4. ISSN 0038-2353
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 de Jongh, Pieter J. (Riaan) et al. A proposed best practice model validation framework for banks. S. Afr. j. econ. manag. sci., 2017, vol.20, no.1, p.1-15. ISSN 2222-3436
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 Flint, Emlyn and Maré, Eben Fractional Black-Scholes option pricing, volatility calibration and implied Hurst exponents in South African context. S. Afr. j. econ. manag. sci., 2017, vol.20, no.1, p.1-11. ISSN 2222-3436
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 Khuzwayo, Bhekinkosi and Maré, Eben Aspects of volatility targeting for South African equity investors. S. Afr. j. econ. manag. sci., 2014, vol.17, no.5, p.691-699. ISSN 2222-3436
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 du Preez, Paul F and Maré, Eben Interpolating yield curve data in a manner that ensures positive and continuous forward curves. S. Afr. j. econ. manag. sci., 2013, vol.16, no.4, p.395-406. ISSN 2222-3436
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