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    Analysis of risk measures in portfolio optimization for the Uganda Securities Exchange 

    Birungi, Criscent (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. ...
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    Empirical performance of alternative risk measures in portfolio selection - the case of South African stock market 

    Macharia, Richard (Strathmore University, 2021)
    Portfolio selection is the process of apportioning capital to a finite number of assets given the wider set of all investment options. The decision of best combination of assets to invest in is the subject of debate among ...

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    AuthorBirungi, Criscent (1)Macharia, Richard (1)Subject
    Risk measures (2)
    Conditional Value-at- Risk (1)Empirical performance (1)Portfolio optimization (1)Portfolio selection (1)South African stock market (1)Uganda Security Exchange (1)Variance (1)... View MoreDate Issued2021 (2)Has File(s)Yes (2)

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