dc.contributor.author | Nyacihi, Gathaca M | |
dc.date.accessioned | 2013-05-22T07:01:39Z | |
dc.date.available | 2013-05-22T07:01:39Z | |
dc.date.issued | 2009 | |
dc.identifier.citation | M.Sc (Statistics) | en |
dc.identifier.uri | http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/24317 | |
dc.description | Master of Science Thesis | en |
dc.description.abstract | The expansion of technology has lead to more informed citizens and curiosity in the
modern trend in the world market. This has lead to increased investment opportunity.
These investments models have by day, become multifactor making it difficult to
analyze. This in turn has lead to the need of having statistical methods in the analysis of
the multifactor investments. This study involves the multivariate approach and
incorporates the statistical program R in the analysis of the Nairobi Stock Exchange
(NSE) data. The multivariate analysis methods principal component analysis and factor
analysis method were used in reduction of the dimension of multivariate asset returns and
in analysis of asset returns. The conclusion arrived was that analysis of multivariate asset
returns can be made easier using statistical methods to first reduce the dimension and
then carry out the analysis. | en |
dc.description.sponsorship | University of Nairobi | en |
dc.language.iso | en | en |
dc.title | Multivariate methods for asset returns | en |
dc.type | Thesis | en |
local.publisher | School of Mathematics, University of Nairobi | en |