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Francois van Dyk,Gary van Vuuren,Paul Styger
AbstractThe residual variance method is the traditional method for measuring portfolio diversification relative to a market index. Problems arise, however, when the market index itself is not appropriately diversified. A diversification measurement (Port...
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Pieter G. Vosloo,Paul Styger
AbstractMany factors impacted the credit risk environment in the past decade, the most significant of which were the Basel II Capital Accord requirements. Foremost in the financial industry?s focus was, and still is, the implementation of these requireme...
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