Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Portfolio optimization"
Now showing items 1-5 of 5
-
Analysis of risk measures in portfolio optimization for the Uganda Securities Exchange
(Strathmore University, 2021)For the most recent years, risk has become one of the essential parameters in portfolio optimization problems. Today most practitioners and researchers in portfolio optimization have used variance as a standard risk measure. ... -
Dynamic portfolio optimization using reinforcement learning
(Strathmore University, 2021)This study uses machine learning in the development of a dynamic investment strategy for portfolio optimization. We aim to explore the efficiency of this approach over a passively managed portfolio and assess the whether ... -
On portfolio optimization: a case study based on the NSE
(Strathmore University, 2017)Diversification and active portfolio management have been suggested as means to enable investors obtain an optimal portfolio return with reduced risk exposure. Factor diversification has been proposed as a means to help ... -
Portfolio optimization in the Kenyan stock market: a comparison between mean-variance optimization and threshold accepting
(Strathmore University, 2017)The Mean-Variance Optimization (MVO) model has been used in asset allocation problems since the inception of Modern Portfolio Theory in 1952. Several improvements and alternatives to MVO have been suggested and used since ... -
Savings and Credit Co-operative Societies as investment vehicles to enhancing affordable housing: a case of Kenyan SACCOs
(Strathmore University, 2021)The study seeks to explore whether SACCOs can profitably invest in affordable housing through special-purpose investment vehicles such as REITs. The ultimate goal is to increase the domestic funding of the affordable ...
