Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Emerging markets"
Now showing items 1-2 of 2
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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. ... -
A comparative study of the day of the week effect in the emerging and frontier markets in Africa
(Strathmore University, 2015-11)The study focuses on comparing the daily share prices of five major stock markets in Africa comprising of the emerging and frontier markets in Africa. The study uses daily share prices of stock market indices of Botswana, ...
