Browsing MSc.MF Theses and Dissertations (2021) by Subject

Now showing items 1-56 of 56

Subject
Acceptance/ rejection criterion [1]
Annealing function [1]
Asset allocation [1]
Calibration [1]
Certified Emission Reductions(CERs) [1]
Conditional Value-at- Risk [1]
Crude oil [1]
Day of the week effect [1]
Diffusion [1]
Downside deviation [1]
Electricity prices [1]
Emerging market [1]
Empirical performance [1]
Financial Inclusion Index [1]
Financial services [1]
Forward premiums [1]
Frontier market [1]
GARCH models [1]
General Equilibrium Theory [1]
Generalized Method of Moments (GMM) [1]
Geometric Brownian Motion Process(GBMP) [1]
Hidden Markov models [1]
Mean-reverting [1]
Mean-Reverting Square Root Process (MRSRP) [1]
Mean-variance optimization [1]
Monte-Carlo method [1]
Monte-Carlo simulation [1]
Nairobi Securities Exchange [2]
Neural networks [1]
NSE20 [1]
Optimization [1]
Portfolio optimization [3]
Portfolio selection [1]
Portfolio theory [1]
Price volatility [1]
Principal Component Analysis (PCA) [1]
Reinforcement learning [1]
Risk measures [2]
Robust estimators [1]
SAPP [1]
Sharpe ratio [1]
Short-term interest rates [1]
Simulated annealing [1]
South African stock market [1]
Spread option [1]
Stochastic volatility [1]
Stock market [1]
Stock market volatility [1]
Stock returns [1]
Swaption pricing [1]
Uganda Security Exchange [1]
Variance [1]
Vasicek Model [1]
Volatility [1]
Volatility models [1]
Volatility regimes [1]