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Details about Jules Clement Mba

Workplace:College of Business and Economics, University of Johannesburg, (more information at EDIRC)

Access statistics for papers by Jules Clement Mba.

Last updated 2022-06-13. Update your information in the RePEc Author Service.

Short-id: pmb33


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Journal Articles

2022

  1. A Monte Carlo Approach to Bitcoin Price Prediction with Fractional Ornstein–Uhlenbeck Lévy Process
    Forecasting, 2022, 4, (2), 1-11 Downloads
  2. Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach
    Studies in Nonlinear Dynamics & Econometrics, 2022, 26, (2), 173-190 Downloads
  3. Cryptocurrencies and Tokens Lifetime Analysis from 2009 to 2021
    Economies, 2022, 10, (3), 1-14 Downloads
  4. Markowitz Mean-Variance Portfolio Selection and Optimization under a Behavioral Spectacle: New Empirical Evidence
    IJFS, 2022, 10, (2), 1-16 Downloads

2020

  1. A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization
    Financial Markets and Portfolio Management, 2020, 34, (2), 199-214 Downloads View citations (1)
  2. Does uncertainty predict cryptocurrency returns? A copula-based approach
    Macroeconomics and Finance in Emerging Market Economies, 2020, 13, (1), 67-88 Downloads View citations (4)
  3. Optimisation of mixed assets portfolio using copula differential evolution: A behavioural approach
    Cogent Economics & Finance, 2020, 8, (1), 1780838 Downloads

2019

  1. Grey Lotka–Volterra models with application to cryptocurrencies adoption
    Chaos, Solitons & Fractals, 2019, 122, (C), 47-57 Downloads View citations (4)
  2. Modeling cryptocurrencies transaction counts using variable-order Fractional Grey Lotka-Volterra dynamical system
    Chaos, Solitons & Fractals, 2019, 127, (C), 283-290 Downloads View citations (5)

2018

  1. A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization
    Financial Markets and Portfolio Management, 2018, 32, (4), 399-418 Downloads View citations (2)
  2. Behavioral portfolio selection and optimization: an application to international stocks
    Financial Markets and Portfolio Management, 2018, 32, (3), 311-328 Downloads View citations (3)
  3. Risk, Uncertainty and Exchange Rate Behavior in South Africa
    Journal of African Business, 2018, 19, (2), 262-278 Downloads View citations (1)
 
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