Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Title
Now showing items 43-62 of 587
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Bad beta, good beta and stochastic volatility in an inter-temporal asset pricing model for the Kenyan stock market
(Strathmore University, 2018)The study seeks to investigate whether bad beta (sensitivity to cash-ow news), good beta (sensitivity to discount rate news) and volatility news are significantly priced in the Kenyan stock market. A comparison of the 3 ... -
A Bayesian approach to Geo spatial analysis of HIV viral load data
(Strathmore University, 2019)HIV is currently ranked among the leading causes of death in Kenya and in the world, with an estimated 1.5 Million Kenyans living with HIV and 28,000 deaths recorded annually as a result of AIDS related illnesses. In 2014, ... -
The best Takaful model versus Conventional Insurance on profitability
(Strathmore University, 2014-03)The study was conducted in Nairobi between July 2013 and March 2014, and data was obtained from the leading takaful operator in Kenya Takaful Insurance of Africa (TIA). Takaful is a type insurance that enables policyholders ... -
Bitcoin as an alternative asset in emerging markets: portfolio optimization via conditional value-at-risk
(Strathmore University, 2018)In a bid to diversify their portfolios, investors are venturing into various alternative assets. This study analyses the inclusion of bitcoin, as an alternative asset, in a well-diversified portfolio in South Africa. ... -
Board composition and enterprise risk management in the banking industry in Kenya
(Strathmore University, 2017)The Kenyan banking sector has experienced a myriad of changes, both negative and positive. Being a developing economy, the sector’s efficiency and sustenance is vital to the country’s economy. Enterprise Risk Management ... -
Calculating risk based capital requirement using correlation method
(Strathmore University, 2018)Kenya has 49 insurers, five re-insurers and almost 200 brokers in a country where about 3 percent of the population has cover. A lack of proper risk management has seen many insurers in Africa become insolvent. Kenya, for ... -
Calibration of rainfall in weather index - based micro - insurance for agriculture
(Strathmore University, 2015-11)This project presents the calibration of rainfall in weather index-based micro-insurance for agriculture in Kenya. It simply seeks to determine if rainfall alone is a significant factor in order to use it as an index that ... -
Calibration of vasicek model in a hidden markov context: the case of Kenya
(Strathmore University, 2017)This dissertation calibrates the Vasicek term-structure model to the evolution of interest rate dynamics in Kenya. This is done for both a single-state and a multi-state model using state estimated under a Hidden Markov ... -
Callibration of a multi - factor weather index to determine the trigger event of claim payments on crop micro insurance in Eastern Kenya
(Strathmore University, 2015-11)In 2014, among the seven companies that offer agricultural insurance in Kenya, only two of the companies reported a profit. The shared characteristic between these two companies is that they both used index-based insurance. ... -
Can consumer debt burden adequately explain slowdowns in Kenya’s economic growth?
(Strathmore University, 2021)This study set to examine the relationship between consumer debt burden and economic growth. The prior specification was that consumer debt burden causes a slowdown in economic growth. The analysis makes use of Kenyan time ... -
Capital adequacy requirements for Kenyan banks
(Strathmore University, 2014-03)This research sought to analyze the relationship between Kenyan bank performance and levels of capital held. Using cross sectional data from bank annual reports and the Nairobi Securities Exchange (NSE) Handbook from ... -
Capital market integration in EAC progress ahead of the monetary union formation
(Strathmore University, 2014-11)The East African Community countries Kenya, Uganda, Tanzania, Rwanda and Burundi have increased efforts towards achieving regional integration which is expected to address the liquidity and capitalization challenges and ... -
Capital structure and stock returns - evidence from the Nairobi Securities Exchange
(Strathmore University, 2014-03-24)Capital structure and stock return are important aspects in financial management. This study examines how debt ratios move in relation with movement in stock prices for listed firms in Kenya. The Fama-Macbeth regression ... -
The causal relationship between the stock market and foreign direct investments - evidence from Kenya
(Strathmore University, 2015-11)The paper aims at investigating the nature of the causal relationship between Foreign Direct Investments and the Stock Market index in Kenya. The relationship has proved to be significant enough to solicit an empirical ... -
Chronic disease management programs on health insurance profitability in Kenya
(Strathmore University, 2017)Chronic diseases have been a real problem in Kenya and in the entire world. Most of these diseases are non-communicable and affect the population towards old age. This chronic diseases if not well managed may lead to acute ... -
Classification of X-rays images using Deep Convolutional Neural Network: COVID-19
(Strathmore University, 2021)The increased amount of labeled X-ray image archives has triggered increased research work in the application of statistics, machine learning, deep learning, and computer vision across the different domains. The fresh ... -
The Co - movement of Stock and Bond Returns - a comparison between the U.S and U.K.
(Strathmore University, 2014-03-27)Stocks and bonds are the most invested assets in the world. This paper analyzes these two assets in terms of how their returns comove in the U.K. and U.S. Using annual stock and bond returns for the past 27 years (1985-20 ... -
Commodity diversification: How Kenya can exploit commodities for diversification.
(Strathmore University, 2015)Investment in commodities dates back to the age of barter trade and has continually evolved to form an investmentwith substantial diversification benefits to investors · {Vrugt, Bauer, Steenkamp, & Molenaar, 2004). Commodity ... -
A comparative analysis of the level of risk in investment financing between Islamic and conventional banks in Kenya
(Strathmore University, 2015)This study investigates whether Islamic banks are more risky in terms of their business model than Conventional banks in Kenya and the impact of these risks in the business model on both banking systems. A sample offour ... -
A comparative event study on mergers and acquisitions vs corporate bond issuance on the value of banks in Kenya
(Strathmore University, 2017)Banks play a crucial role in propelling the entire economy of a nation. African bond markets have been steadily growing in recent years as the numbers of mergers and acquisitions also rise. This study takes on an event ...
