M. P. Mulaudzi

Optimal allocation between bank loans and treasuries with regret

M. P. Mulaudzi, Mitchell A. Petersen, I. M. Schoeman · Optimization Letters · 2008 · 17 citations

Economics, Computational Finance, Loans +4

Did Bank Capital Regulation Exacerbate the Subprime Mortgage Crisis?

Mitchell A. Petersen, Mmamontsho Charlotte Senosi, Janine Mukuddem-Petersen et al. · Discrete Dynamics in Nature and Society · 2009 · 12 citations · Full text

Bank Credit, Economics, Financial Economics +14

A note on the subprime mortgage crisis: dynamic modelling of bank leverage profit under loan securitization

Mark A. Petersen, M. P. Mulaudzi, Janine Mukuddem-Petersen et al. · Applied Economics Letters · 2009 · 11 citations

Mortgage Loan Securitization, Economics, Bank Leverage Profit +14

Subprime mortgage funding and liquidity risk

Mitchell A. Petersen, B. De Waal, Janine Mukuddem-Petersen et al. · Quantitative Finance · 2012 · 10 citations

Liquidity Risk, Economics, Computational Finance +15