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