Now showing items 1-2 of 2

    • Flagging potential fraudulent investment activity 

      Van Vuuren, Gary Wayne; King, Jeremy (Emerald, 2016)
      Purpose: This paper aims to investigate the use of the bias ratio as a possible early indicator of financial fraud - specifically in the reporting of hedge fund returns. In the wake of the 2008-2009 financial crisis, ...
    • Optimizing tracking error-constrained portfolios 

      Maxwell, Michael; Daly, Michael; Thomson, Daniel; Van Vuuren, Gary (Taylor & Francis, 2018)
      Active portfolios subject to tracking error (TE) constraints are the typical setup for active managers tasked with outperforming a benchmark. The risk and return relationship of such constrained portfolios is described ...