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Stochastic Investment Modelling: The Case of South Africa

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2004Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use33 cited
2005The pricing of liabilities in an incomplete market using dynamic mean–variance hedging21 cited
1999Investment Returns and Inflation Models: Some Australian Evidence11 cited

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2018

Updating Wilkie’s Economic Scenario Generator for U.S. Applications

9 cited