Author: Vsevolod I. Gorlach

Capturing the Black Swan: Scenario-Based Asset Allocation with Fat Tails and Non-Linear Correlations
This paper highlights the shortfalls of Modern Portfolio Theory (MP...
1 August 2017
Working Paper
The Impact of Economic Freedom on Economic Growth in the SADC: An Individual Component Analysis
The SADC is attempting to achieve development and economic growth. ...
16 January 2013
Working Paper