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Ferdinand Othieno
Ferdinand Othieno
Lecturer of Finance, Strathmore University
Verified email at strathmore.edu
Title
Cited by
Cited by
Year
Return volatility and equity pricing: a frontier market perspective
T Chege, F Othieno, O Kodongo
Available at SSRN 2520737, 2014
102014
Semi-Markovian credit risk modeling for consumer loans: Evidence from Kenya
W Anthony, F Othieno
Journal of Economics and International Finance 8 (7), 93-105, 2016
7*2016
Portfolio optimization under threshold accepting: Further evidence from a frontier market
JM Masese, F Othieno, C Njenga
Journal of Mathematical Finance 7 (04), 941, 2017
62017
Estimating the conditional equity risk premium in African frontier markets
F Othieno, N Biekpe
Research in International Business and Finance 47, 538-551, 2019
42019
Real Estate Investment Trusts versus Direct Real Estate Investments: A Portfolio Optimization Approach
F Mutahi, F Othieno
Journal of Finance and Investment Analysis 4 (4), 1-5, 2015
22015
Portfolio optimization in the Kenyan stock market: a comparison between mean-variance optimization and threshold accepting
JM Masese
Strathmore University, 2017
12017
Modelling delayed correlation between interest rates and equity market returns
BO Yalla, FO Othieno
SN Business & Economics 3 (2), 40, 2023
2023
Sectoral Risk and Return: Implications on Commercial Banks’ Credit Expansion in Kenya
F Othieno, C Kariuki
Kenya Bankers Conference 17 (21), 1-24, 2017
2017
Monetary Policy Announcements and Exchange Rates in Kenya
R Wanjiru, F Othieno
Available at SSRN 2696555, 2015
2015
Home-Host Regulatory Differences and the Efficiency of Foreign Commercial Banks in Kenya
C Wandanje, F Othieno
Available at SSRN 2696556, 2015
2015
Return volatility and the pricing of equities at the Nairobi Securities Exchange
T Chege, F Othieno, O Kodongo
2015
Return volatility and equity pricing: a frontier market perspective
F Othieno, T Chege, O Kodongo
Social science research network, 2015
2015
Examining international parity relations between Kenya and Uganda
F Othieno
Canadian Center of Science and Education, 2015
2015
Return volatility and the pricing of equities at the Nairobi Securities Exchange
F Othieno, O Kodongo, T Chege
2015
Fitting a dynamic yield macro model in a frontier market: evidence from Kenya
M Akoth, F Othieno
Available at SSRN 2579313, 2014
2014
Semi-Markov credit risk modeling for a portfolio of consumer loans in the Kenyan banking industry
F Othieno, A Wagacha
Available at SSRN 2524826, 2014
2014
Examining International Parity Relations between Kenya and Uganda: A Cointegrated Vector Autoregressive Approach
FO Othieno
International Journal of Economics and Finance 4 (6), 2012
2012
Research in International Business and Finance
F Othieno, N Biekpe
Monetary Policy Announcements and Exchange Rates in Kenya
F Othieno, R Wanjiru
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Articles 1–19