Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Mean Variance Optimization"
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A comparison of Mean - variance and mean - semi variance optimization on the Nairobi Stock Exchange.pdf
(Strathmore University, 2015-11)The main objectives of this paper were to measure and compare the portfolio performance of portfolios weighted through the mean variance and semi variance approach in the Kenyan context and to compare portfolio performance ...