Concepedia

Eben Maré

EM

9

Publications

113

Citations

9

H-Index

2006

Active since

Affiliations

University of Pretoria(Current)

University of Johannesburg

Eben Maré is an author at University of Pretoria specializing in business, asset pricing, and finance.

Top concepts

FinanceBusinessAsset PricingEngineeringOption PricingVolatility ModelingNumerical AnalysisFinancial EconomicsApproximation TheoryFinancial Engineering

Publications per year

2006–2024

9

Publications

9

Why has the equal weight portfolio underperformed and what can we do about it?

Byran Taljaard, Eben Maré · Quantitative Finance · 2021 · 21 citations

Diversification Benefits, Portfolio Optimization, Asset Pricing +12

GARCH Generated Volatility Indices of Bitcoin and CRIX

Pierre Venter, Eben Maré · Journal of risk and financial management · 2020 · 13 citations · Full text

Volatility Modeling, Option Pricing, Day Volatility +8

Price discovery in the volatility index option market: A univariate GARCH approach

Pierre Venter, Eben Maré · Finance research letters · 2021 · 13 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +8

Examining the volatility skew in the South African equity market using risk-neutral historical distributions

Maikon Araujo, Eben Maré · Investment Analysts Journal · 2006 · 12 citations

Empirical Finance, Volatility Skews, Volatility Modeling +10

Homotopy perturbation transform method for pricing under pure diffusion models with affine coefficients

Claude Rodrigue Bambe Moutsinga, Edson Pindza, Eben Maré · Journal of King Saud University - Science · 2016 · 12 citations · Full text

Numerical Analysis, Riccati Differential Equations, Multivariate Stochastic Volatility +13

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