Now showing items 1-2 of 2

    • Garched investment decision making with real risk 

      Anyika, Emma; Weke, Patrick; Achia, Thomas (International Journal of Business and Public Management, 2011)
      Actual future market risks (systematic or non-diversifiable) of investment portfolios are determined in this paper. Future returns are first forecasted using past returns and GARCH (General Autoregressive Conditional ...
    • Construction of Markov Transition Matrices for Cohorts of Students in Bsc.Actuarial Science Programme 

      Imboga, O. Herbert; Orwa, George O.; Humpreys, H.M. (Mount Kenya University, 2016)
      This paper presents an application of Markov Analysis of student flow in a higher educational institution. In the education system not all students who begin an academic year stay till the end. Many of ...