Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Returns"
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Inferring market expectations from stock prices at the Nairobi Securities Exchange
(Strathmore University, 2015-11)index returns, dividend growth and the Kenyan Treasury bill rate. Univariate and multivariate time series analysis is employed to examine the relationship. The study finds that there is no long run relationship between the ... -
Why Trustees Shy Away From Investing in Riskier Asset Classes: The Kenyan Case
(Strathmore University, 2017)This paper seeks to examine the influence of trustees on the choice of investment classes, for the Kenyan case. We ask how trustees make decisions in investing in two classes allowed by the Retirement Benefits Act (2014) ...