- C Muller and M Ward – Seasonal timing using put option portfolio protection on the Johannesburg Securities Exchange
- M De Araujo and E Mare – Examining the volatility skew in the South African equity market using risk-neutral historical distributions
- MG Pawley – The impact of survivorship bias on South African unit trust performance: 1972-2004
- AE Clark and T Daniel – Forecasting South African house prices
- S Knox and P Ouwehand – Pricing rainbow options: Nonparametric methods using copulas
