Ibraheem Abiodun Yahayah

Wroclaw University of Science and Technology

wybrzeże Stanisława Wyspiańskiego 27, 50-370

Wrocław, 50-370

Poland

WorldQuant University

Place St Charles

201 St Charles Ave #2500

New Orleans, LA 70170

United States

  • Wroclaw University of Science and Technology

    • Email
    • Tel: 713202905
    • Fax: 50-370

  • WorldQuant University

SCHOLARLY PAPERS

3

DOWNLOADS

250

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

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1.

Optimal Portfolio Construction Using Sharpe’s Single Index Model-A Study of Selected Stocks from NGSE

Number of pages: 10 Posted: 03 Jun 2021
Ibraheem Abiodun Yahayah and Kingsley Success Ikani
Wroclaw University of Science and Technology and Wroclaw University of Science and Technology
Downloads 112 (373,750)

Abstract:

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Sharpe’s single index model, cut-off rate, Optimal portfolio, beta, diversification market return and Variance.

2.

Beyond Value at Risk for Developing Markets

Number of pages: 19 Posted: 01 Jun 2021
Ibraheem Abiodun Yahayah, Monsur Bolaji Olowoyo and Ken Abbott
Wroclaw University of Science and Technology, WorldQuant University and WorldQuant University
Downloads 89 (435,568)

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Value-at-Risk; Conditional VaR; Hull-White VaR; Bubble VaR; Python; JTOPI 40, NSE-30.

3.

Modelling and Forecasting of the Nigerian Stock Exchange.

Number of pages: 55 Posted: 29 Apr 2021
Ibraheem Abiodun Yahayah
Wroclaw University of Science and Technology
Downloads 49 (592,837)

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Variance-Gamma distribution, NSE-30, JTOPI-40, Variance-Gamma process, Laplace distribution.