Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Cut off rate"
Now showing items 1-1 of 1
-
The relative performance of single index versus multifactor models in determining the efficient frontier in Kenya
(Strathmore University, 2015-11)Since the early 1950s models have been developed to aid wealth allocation in order to optimize returns. This study seeks to compare the relative performance of the single-index models and multifactor models in determining ...