Mmboniseni Mulaudzi

Mmboniseni Mulaudzi

University of South Africa - Pretoria / South Africa
Business & Management / Decision Science and Operations Management
AD Scientific Index ID: 4643065
Universiteit van Suid-Afrika
person_outline Mmboniseni Mulaudzi's MOST POPULAR ARTICLES
1-) Optimal allocation between bank loans and treasuries with regretMP Mulaudzi, MA Petersen, IM SchoemanOptimization letters 2 (4), 555-566, 2008192008
2-) Subprime mortgage funding and liquidity riskMA Petersen, B De Waal, J Mukuddem-Petersen, MP MulaudziQuantitative Finance 14 (3), 545-555, 2014152014
3-) A note on the subprime mortgage crisis: dynamic modelling of bank leverage profit under loan securitizationMA Petersen, MP Mulaudzi, J Mukuddem-Petersen, I SchoemanApplied Economics Letters 17 (15), 1469-1474, 2010142010
4-) Did bank capital regulation exacerbate the subprime mortgage crisis?MA Petersen, MC Senosi, J Mukuddem-Petersen, MP Mulaudzi, ...Discrete Dynamics in Nature and Society 2009, 2009132009
5-) Optimal provisioning for bank loan losses in a robust control frameworkF Gideon, J Mukuddem‐Petersen, MP Mulaudzi, MA PetersenOptimal Control Applications and Methods 30 (3), 309-335, 200992009