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Eben Mare

University of Pretoria

Physical Address Economic and Management Sciences

Pretoria, Gauteng 0002

South Africa

  • University of Pretoria

SCHOLARLY PAPERS

6

DOWNLOADS

1,232

TOTAL CITATIONS

2

Scholarly Papers (6)

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1.

Why Has the Equal Weight Portfolio Underperformed and What Can We Do About It?

Number of pages: 17 Posted: 18 Jun 2020
Byran Taljaard and Eben Mare
University of Pretoria and University of Pretoria
Downloads 520 (135,937)

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Stochastic portfolio theory, equal weight portfolio, portfolio optimization, diversfii cation

2.

Too Much Rebalancing Is Not a Good Thing

Number of pages: 13 Posted: 20 Nov 2019
Byran Taljaard and Eben Mare
University of Pretoria and University of Pretoria
Downloads 334 (225,768)
Citation 1

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Stochastic Portfolio Theory; diversification; rebalancing frequency; optimal rebalancing; equal weight portfolio

3.

The Recovery Theorem With Application to Risk Management

Number of pages: 27 Posted: 25 Jun 2019 Last Revised: 04 Jan 2020
Vaughan van Appel and Eben Mare
University of Johannesburg and University of Pretoria
Downloads 130 (561,789)
Citation 1

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Density forecasting, recovery theorem, risk management, value at risk

4.

Identifying Optimal Butterfly Weight Schemes in the South African Bond and Swap Markets

Number of pages: 11 Posted: 07 Dec 2023
Sanveer Hariparsad and Eben Mare
University of Pretoria and University of Pretoria
Downloads 121 (596,393)

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butterfly weight schemes, fixed income risk premia, slope, curvature

5.

The Ross Recovery Theorem with a Regularised Multivariate Markov Chain

Number of pages: 23 Posted: 20 Jun 2018 Last Revised: 05 Nov 2018
Vaughan van Appel and Eben Mare
University of Johannesburg and University of Pretoria
Downloads 94 (720,278)

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Ross Recovery Theorem, Regularised Multivariate Markov Chain

6.

Fourier Spectral Analysis of Landau Damping and Wave–Particle Interactions in Collisionless Plasmas

Number of pages: 34 Posted: 20 May 2025
Kolade M. Owolabi , Edson Pindza and Eben Mare
Federal University of Technology Akure, University of South Africa (UNISA) and University of Pretoria
Downloads 33 (1,304,549)

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Landau damping, Vlasov-Poisson system, Plasma waves, Fourier spectral methods, Energy redistribution