Miss L (Lesedi) Mabitsela

 

Hatfield Campus
Tel: +2712 420  2739
Fax: +2712 420 3893
Building: Mathematics 2-16
E-mail: [email protected]

Position: Junior Lecturer
Academic qualifications: BSc(Hons); MSc(Univ of Pretoria)

 

Publications over the past five years

Journal articles

Mabitsela L, Maré E, Kufakunesu R  Quantification of VaR: Note on VaR valuation in the South African equity market.  Journal of Risk and Financial Management, (8)(2015), 103-126

Mabitsela L, Kufakunesu R, Guambe C A note on the representation of BSDE-based dynamic risk measures and dynamic capital allocations. To appear in Communication Statistics - Theory and Methods

Published by Annel Smit

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