Gary van Vuuren
About
Gary van Vuuren is a scholar working on Finance, Economics and Econometrics and Accounting.
According to data from OpenAlex, Gary van Vuuren has authored 91 papers receiving a total of 405 indexed citations (citations by other indexed papers that have themselves been cited), including 76 papers in Finance, 47 papers in Economics and Econometrics and 18 papers in Accounting. Recurrent topics in Gary van Vuuren's work include Banking stability, regulation, efficiency (32 papers), Financial Markets and Investment Strategies (30 papers) and Insurance and Financial Risk Management (25 papers). Gary van Vuuren is often cited by papers focused on Banking stability, regulation, efficiency (32 papers), Financial Markets and Investment Strategies (30 papers) and Insurance and Financial Risk Management (25 papers). Gary van Vuuren collaborates with scholars based in South Africa, United Kingdom and United States. Gary van Vuuren's co-authors include and has published in prestigious journals such as SHILAP Revista de lepidopterología, Applied Economics and Maritime Policy & Management.
In The Last Decade
Gary van Vuuren
81 papers receiving 377 citations
Peers
Gary van Vuuren
Tarik Driouchi United Kingdom
Ioannis Kyriakou United Kingdom
Saumya Ranjan Dash India
Alex YiHou Huang Taiwan
Sankarshan Basu India
Seungho Baek United States
Süheyla Özyıldırım Türkiye
Dar-Hsin Chen Taiwan
Citations per year, relative to Gary van Vuuren Gary van Vuuren (= 1×)
peers
Tarik Driouchi
Countries citing papers authored by Gary van Vuuren
Since
Specialization
Citations
This map shows the geographic impact of Gary van Vuuren's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Gary van Vuuren with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Gary van Vuuren more than expected).
Fields of papers citing papers by Gary van Vuuren
Since
Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences
This network shows the impact of papers produced by Gary van Vuuren. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Gary van Vuuren. The network helps show where Gary van Vuuren may publish in the future.
No nodes
All Works
1.
Vuuren, Gary van, et al.. (2025). USV-Affine Models Without Derivatives: A Bayesian Time-Series Approach. Journal of risk and financial management. 18(7). 395–395.
2.
Vuuren, Gary van, et al.. (2024). Visualisation of Mahalanobis Distances for Trivariate JOINT Distributions. International Journal of Economics and Financial Issues. 14(2). 203–206.
3.
Vuuren, Gary van, et al.. (2024). Combining E-Scores with Scenario Analysis to Evaluate the Impact of Transition Risk on Corporate Client Performance. Climate. 12(7). 107–107.
4.
Vuuren, Gary van, et al.. (2024). Simulating Credit Loss Distributions: Empirical Versus the Vasicek Model. International Journal of Economics and Financial Issues. 14(2). 77–88.
5.
Vuuren, Gary van, et al.. (2024). Estimating Value at Risk and Expected Shortfall: A Kalman Filter Approach. International Journal of Economics and Financial Issues. 14(1). 1–14.
6.
Vuuren, Gary van, et al.. (2023). Measurement and Calibration of Regulatory Credit Risk Asset Correlations. Journal of risk and financial management. 16(9). 402–402.
7.
Vuuren, Gary van, et al.. (2023). Commodity Prices and the US Business Cycle. Journal of risk and financial management. 16(10). 462–462.
8.
Vuuren, Gary van, et al.. (2023). Through-the-cycle to Point-in-time Probabilities of Default Conversion: Inconsistencies in the Vasicek Approach. International Journal of Economics and Financial Issues. 13(6). 42–52.
9.
Vuuren, Gary van, et al.. (2021). Comparing the performance and composition of tracking error constrained and unconstrained portfolios. The Quarterly Review of Economics and Finance. 81. 276–287.
10.
Vuuren, Gary van, et al.. (2020). Evaluating investment decisions based on the business cycle: A South African sector approach. Cogent Economics & Finance. 8(1). 1852729–1852729.
11.
Vuuren, Gary van, et al.. (2020). Optimal omega-ratio portfolio performance constrained by tracking error. Investment Management and Financial Innovations. 17(3). 263–280.
12.
Vuuren, Gary van, et al.. (2019). Exploring the drivers of tracking error constrained portfolio performance. Cogent Economics & Finance. 7(1). 1684181–1684181.
13.
Vuuren, Gary van, et al.. (2018). Conduct Risk in South African Banks: Aligning Regulatory Compliance with Business Sustainability. Southern African Business Review. 22.
14.
Vuuren, Gary van, et al.. (2018). Deriving Correlation Matrices for Missing Financial Time-Series Data. International Journal of Economics and Finance. 10(10). 105–105.
15.
Vuuren, Gary van, et al.. (2017). A proposed best practice model validation framework for banks. South African Journal of Economic and Management Sciences. 20(1).
16.
Vuuren, Gary van, et al.. (2013). Investigating the cyclical behaviour of the dry bulk shipping market. Maritime Policy & Management. 41(1). 1–19.
17.
Vuuren, Gary van, et al.. (2013). Review of subnational credit rating methodologies and the applicability in the South African context.
18.
Vuuren, Gary van. (2011). Modelling systemic liquidity risk with feedback effects in the UK banking sector. Journal of risk management in financial institutions. 5(1). 36–36.
19.
Vuuren, Gary van, et al.. (2010). Implied asset correlation in retail loan portfolios. Journal of risk management in financial institutions. 3(2). 156–156.
20.
Vuuren, Gary van, et al.. (2009). Retail credit capital charge optimisation and the new Basel Accord. Journal of risk management in financial institutions. 2(3). 265–265.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.
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