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John Weirstrass Muteba Mwamba

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Personal Details

First Name:John
Middle Name:Weirstrass
Last Name:Muteba Mwamba
RePEc Short-ID:pmu298
Postal Address:
Location: Auckland Park, South Africa
Phone: +27 (0)11 559 2492
Fax: +27 (0)11 559 2036
Postal: P.O. Box 524, Auckland Park 2006
Handle: RePEc:edi:serauza (more details at EDIRC)
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  1. Bonga-Bonga, Lumengo & Mwamba, Muteba, 2015. "A multivariate model for the prediction of stock returns in an emerging market: A comparison of parametric and non-parametric models," MPRA Paper 62028, University Library of Munich, Germany.
  2. Muteba Mwamba, John & Thabo, Lethaba & Uwilingiye, Josine, 2014. "Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models," MPRA Paper 64386, University Library of Munich, Germany.
  3. Muteba Mwamba, John & Dube, Sandile, 2014. "The impact of exchange rate volatility on international trade between South Africa, China and USA: The case of the manufacturing sector," MPRA Paper 64389, University Library of Munich, Germany.
  4. Muteba Mwamba, John, 2014. "Another reason why the efficient market hypothesis is fuzzy," MPRA Paper 64383, University Library of Munich, Germany.
  5. John W. Muteba Mwamba & Shawkat Hammoudeh & Rangan Gupta, 2014. "Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes," Working Papers 201480, University of Pretoria, Department of Economics.
  6. Muteba Mwamba, John, 2013. "Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether?," MPRA Paper 64388, University Library of Munich, Germany.
  7. Muteba Mwamba, John & Mhlanga, Isaah, 2013. "Extreme conditional value at risk: a coherent scenario for risk management," MPRA Paper 64387, University Library of Munich, Germany.
  8. Verhoef, Grietjie & Greyling, Lorraine & Mwamba, John, 2013. "SAVINGS and economic growth: a historical analysis of the relationship between savings and economic growth in the CAPE Colony economy, 1850-1909," MPRA Paper 47819, University Library of Munich, Germany, revised 19 Jun 2013.
  9. Muteba Mwamba, John & Mokwena, Paula, 2013. "International diversification and dependence structure of equity portfolios during market crashes: the Archimedean copula approach," MPRA Paper 64384, University Library of Munich, Germany.
  10. Muteba Mwamba, John, 2012. "On the optimality of hedge fund investment strategies: a Bayesian skew t distribution model," MPRA Paper 50323, University Library of Munich, Germany.
  11. Muteba Mwamba, John & Suteni, Mwambi, 2010. "An alternative to portfolio selection problem beyond Markowitz’s: Log Optimal Growth Portfolio," MPRA Paper 50240, University Library of Munich, Germany.
  1. Alain Kabundi & John Muteba Mwamba, 2012. "Applying A Genetic Algorithm To International Diversification Of Equity Portfolios: A South African Investor Perspective," South African Journal of Economics, Economic Society of South Africa, vol. 80(1), pages 91-105, 03.
  2. John Muteba Mwamba, 2012. "Implementing A Robust Risk Model For South African Equity Markets: A Peak-Over-Threshold Approach," South African Journal of Economics, Economic Society of South Africa, vol. 80(4), pages 459-472, December.
  3. Lumengo Bonga‐Bonga & Muteba Mwamba, 2011. "The Predictability Of Stock Market Returns In South Africa: Parametric Vs. Non‐Parametric Methods," South African Journal of Economics, Economic Society of South Africa, vol. 79(3), pages 301-311, 09.
  4. John Mwamba, 2011. "Predictability of Stock Price Behaviour in South Africa: A Non-Parametric Approach," The African Finance Journal, Africagrowth Institute, vol. 13(1), pages 14-27.
  5. Alain Kabundi & John Mwamba Muteba, 2011. "Extreme Value At Risk: A Scenario For Risk Management," South African Journal of Economics, Economic Society of South Africa, vol. 79(2), pages 173-183, 06.
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (2) 2013-07-05 2014-02-02
  2. NEP-CFN: Corporate Finance (1) 2015-02-28
  3. NEP-FOR: Forecasting (1) 2015-02-28
  4. NEP-GRO: Economic Growth (1) 2014-02-02
  5. NEP-HIS: Business, Economic & Financial History (2) 2013-07-05 2014-02-02
  6. NEP-INT: International Trade (1) 2015-05-30
  7. NEP-MAC: Macroeconomics (1) 2015-05-30
  8. NEP-ORE: Operations Research (1) 2015-05-30
  9. NEP-RMG: Risk Management (2) 2015-01-14 2015-05-30

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