JEL code: C61

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
Decomposition of the Technical Efficiency: Pure Technical and Scale Efficiency of the Financial System
The study investigated the technical efficiency of the commercial b...
9 June 2017
Policy Brief
Social capital as an engine of growth: Multisectoral modelling and implications
We propose a multisector endogenous growth model incorporating soci...
4 November 2012
Working Paper
A Dynamic Model of Mesh Size Regulatory Compliance in Fisheries
The violation of fishing regulations is a criminal activity that le...
20 September 2012
Working Paper
The Welfare Cost of Banking Regulation
The Basel Accords promote the adoption of capital adequacy requirem...
20 September 2012
Working Paper
Can the restrictive harvest period policy conserve mopane worms in Southern Africa? A bio-economic modellin...
Imbrasia Belina also known as the mopane worm, like other edible in...
20 September 2012
Working Paper