المؤلفون: Polakow, Daniel, Gebbie, Tim, Flint, Emlyn

مصطلحات موضوعية: Quantitative Finance - General Finance, Economics - General Economics, Nonlinear Sciences - Adaptation and Self-Organizing Systems, 91B28, J.4

URL الوصول: http://arxiv.org/abs/2311.16570

المؤلفون: Flint, Emlyn James

Thesis Advisors: Polakow, Daniel

مصطلحات موضوعية: Actuarial Science

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/11427/12196

المؤلفون: Paskaramoorthy, Andrew¹ (AUTHOR) Andrew.paskaramoorthy@uct.ac.za, Flint, Emlyn^2,3 (AUTHOR)

المصدر: Investment Analysts Journal. Sep2023, Vol. 52 Issue 3, p259-280. 22p.

مصطلحات موضوعية: *STATISTICAL decision making, *PORTFOLIO management (Investments)

المؤلفون: Flint, Emlyn¹ (AUTHOR) emlynf@peresec.com

المصدر: Investment Analysts Journal. Sep2023, Vol. 52 Issue 3, p189-201. 13p.

مصطلحات موضوعية: *FOREIGN investments, *HEDGING (Finance), *PENSION trusts, *ASSET allocation, *MONETARY unions, SOUTH Africans

المؤلفون: Flint, Emlyn James, Mare, Eben

مصطلحات موضوعية: Tactical asset allocation, Equity factors, Balanced portfolios, Market regimes, Regime-switching models, Turbulence index, Technical indicators

وصف الملف: application/pdf

Relation: Flint, E. & Maré, E. 2019, 'Regime-based tactical allocation for equity factors and balanced portfolios', South African Actuarial Journal, vol. 19, no. 1, pp. 27-52.; http://hdl.handle.net/2263/76264

الاتاحة: http://hdl.handle.net/2263/76264
https://doi.org/10.4314/saaj.v19i1.2

المؤلفون: Polakow, Daniel A., Gebbie, Tim, Flint, Emlyn

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.4646664

المؤلفون: Flint, Emlyn, Polakow, Daniel

المصدر: Finance Research Letters ; volume 56, page 104144 ; ISSN 1544-6123

الاتاحة: http://dx.doi.org/10.1016/j.frl.2023.104144
https://api.elsevier.com/content/article/PII:S1544612323005160?httpAccept=text/xml
https://api.elsevier.com/content/article/PII:S1544612323005160?httpAccept=text/plain

المؤلفون: van Schaik, Luke, Flint, Emlyn, Chikurunhe, Florence

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.4324696

المؤلفون: Flint, Emlyn, Maré, Eben

المصدر: South African Actuarial Journal; Vol 17 (2017); 1-28 ; 1680-2179 ; 977-1680-2170-02

مصطلحات موضوعية: Option-implied distributions, SVI volatility model, Ross recovery theorem, Tikhonov regularisation, illiquid derivative markets

وصف الملف: application/pdf

Relation: https://www.ajol.info/index.php/saaj/article/view/164536/154050; https://www.ajol.info/index.php/saaj/article/view/164536

الاتاحة: https://www.ajol.info/index.php/saaj/article/view/164536

المؤلفون: Flint, Emlyn James, Mare, Eben

مصطلحات موضوعية: Contingent claims, Pricing, Black–Scholes market, Fractional Black–Scholes-inspired (FBSI)

Relation: http://hdl.handle.net/2263/61414; 1015-8812 (print).; 2222-3436 (online)

الاتاحة: http://hdl.handle.net/2263/61414
https://doi.org/10.4102/sajems.v20i1.1532

المؤلفون: Flint, Emlyn James, Mare, Eben

مصطلحات موضوعية: Option-implied distributions, SVI volatility model, Ross recovery theorem, Tikhonov regularisation, Illiquid derivative markets

Relation: http://hdl.handle.net/2263/64322; Flint, E.J. & Mare, E. 2017, 'Estimating option-implied distributions in illiquid markets and implementing the Ross recovery theorem', South African Actuarial Journal, vol. 17, pp. 1-28.

الاتاحة: http://hdl.handle.net/2263/64322
https://doi.org/10.4314/saaj.v17i1.1

المؤلفون: Flint, Emlyn, Chikurunhe, Florence, Masutha, Ndinae

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.4276366

المؤلفون: Flint, Emlyn emlynf@peresec.com, Vermaak, Rademeyer rademeyer.vermaak@stanlib.com

المصدر: Journal of Portfolio Management. 2023 Quantitative Special Issue, Vol. 49 Issue 2, p125-140. 16p.

مصطلحات موضوعية: *INVESTMENT policy, *PORTFOLIO management (Investments), *MARKET volatility, *MARKET value

المؤلفون: Flint, Emlyn, Vermaak, Rademeyer

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.3986499

المؤلفون: Flint, Emlyn, Chikurunhe, Florence, Masutha, Ndinae

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.3817440

المؤلفون: Ahmed, Sajjaad, Flint, Emlyn

المصدر: Investment Analysts Journal ; volume 49, issue 3, page 199-214 ; ISSN 1029-3523 2077-0227

الاتاحة: http://dx.doi.org/10.1080/10293523.2020.1783876
https://www.tandfonline.com/doi/pdf/10.1080/10293523.2020.1783876

المؤلفون: Flint, Emlyn James

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.3650464

المؤلفون: Flint, Emlyn James, Seymour, Anthony, Chikurunhe, Florence

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.3324076

المؤلفون: Flint, Emlyn, Du Plooy, Simon

المساهمون: 12091324 - Du Plooy, Simon J.

مصطلحات موضوعية: manag, eco

Relation: http://hdl.handle.net/10394/32199

الاتاحة: http://hdl.handle.net/10394/32199

المؤلفون: Seymour, Anthony, Flint, Emlyn James, Chikurunhe, Florence

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.3214453