John Weirstrastrass Muteba Mwamba

University of Johannesburg

Senior Lecturer

Department of Economics and Econometrics

Auckland Park

Johannesburg, Gauteng 2006

South Africa

http://www.uj.ac.za

SCHOLARLY PAPERS

3

DOWNLOADS

48

CITATIONS

0

Scholarly Papers (3)

1.

On the Optimality of Hedge Fund Investment Strategies: A Bayesian Skew T Distribution Model

African Journal of Business Management Vol. 6(x), 2012
Number of pages: 10 Posted: 20 Aug 2015
John Weirstrastrass Muteba Mwamba
University of Johannesburg
Downloads 12 (382,271)

Abstract:

Predictive distribution, skew t distribution, posterior distribution, prior distribution, MCMC simulations, Gibbs sampler

2.

The Effect of Probability and Uncertainty Models on Hedge Fund Performance Analysis

The Journal of Applied Business Research, September/October 2014 Volume 30, Number 5
Number of pages: 14 Posted: 29 Mar 2015
John Weirstrastrass Muteba Mwamba
University of Johannesburg
Downloads 10 (430,388)

Abstract:

selectivity skill, market timing skill, fuzzy regression, chi-square test, quadratic CAPM, membership functions, uncertainty distribution, market efficiency, Bayesian quadratic CAPM, priors, posteriors, beliefs

3.

International Diversification and Dependence Structure of Equity Portfolios during Market Crashes: The Archimedean Copula Approach

Proceedings of 19th International Business Research Conference 2012
Posted: 13 Nov 2012
John Weirstrastrass Muteba Mwamba and Paula Mokwena
University of Johannesburg and affiliation not provided to SSRN

Abstract:

Archimedean copula, Gumbel, Frank, Clayton copulas, dependence structures, international diversification