Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "NSE"
Now showing items 1-3 of 3
-
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 ... -
Corporate debt bias in NSE listed companies in Kenya - evaluation of an ACE reform on investmentments levels
(Strathmore University, 2015-11)This study looks at the corporate debt bias resulting from debt deductibility of interest. It aims at establishing whether an Allowance for Corporate Equity (ACE) tax reform within capital intensive firms listed on the NSE ... -
Inter - sector volatility spillover among equities on the Nairobi Stock Exchange
(Strathmore University, 2015-11)This paper investigates the existence and magnitude of volatility spillovers among equities on the Nair obi Securities Exchange. The multivariate VARMA - GARCH model is used to test for spillover effects between four broad ...
