Khartoum University Journal of
Management Studies

OFFICIAL PUBLICATION OF THE SCHOOL OF MANAGEMENT STUDIES, UNIVERSITY OF KHARTOUM
  • Abbreviation: Khartoum Univ. J. Manage. Stud.
  • Language: English
  • ISSN: 1585-8069
  • DOI: 10.5897/KUJMS
  • Start Year: 1994
  • Published Articles: 35

Table of Content: August 2018; 11(2)

August 2018

Problems and challenges of management practice in emerging economies: An explanatory commentary on African context with emphasis on Nigeria

This paper discussed the problems and challenges of management practice in emerging economies with a focus on African societies. It adopted a theoretic analytic approach in the study and discussion of the subject matter, identified seven specific approaches commonly adopted by managers in Africa using Nigeria as a pointer, and posited that each approach reflects at least one of the prevailing features. The factors which...

Author(s): M.O.M. Akpor-Robaro  

August 2018

Enhancing the accuracy of the historical simulation value-at-risk using exponentially weighted moving average (EWA) technique: A case of Khartoum stock exchange

Value-at-Risk (VaR) is a quantitative risk measure estimated either parametrically or non-parametrically. Historical simulation is a non-parametric approach that relies on historical data and this data span for a long period, which might encounter changes over time in the market circumstances (that is, volatility). The accuracy of the historical simulation VaR (HSVaR) increases as the volatility adjusted to the current...

Author(s): Abdaljbbar B. A. Dawod and Zakaryia M. S. Mohammad