On financial time series data mining /
Mona Nazih Ali Abdelbary
On financial time series data mining / حول تنقيب البيانات فى السلاسل الزمنية المالية Mona Nazih Ali Abdelbary ; Supervised Nadia M. Girgis , Ali S. Hadi . Azza A. Elnaggar - Cairo : Mona Nazih Ali Abdelbary , 2011 - 183 P. : charts ; 25cm
Thesis (Ph.D.) - Cairo University - Faculty of Economics and Political Science - Department of Statistics
The portfolio selection problem has a venerable history . Markowitz ( 1952 ) , one of the creators of the modern portfolio theory, formulates the problem as a trade - off between the expected return and the expected risk of a portfolio . For his path breaking work that has revolutionized investment practice, he won the Noble Portfolio
Modern portfolio theory Optimal Portfolio Stock Selection
On financial time series data mining / حول تنقيب البيانات فى السلاسل الزمنية المالية Mona Nazih Ali Abdelbary ; Supervised Nadia M. Girgis , Ali S. Hadi . Azza A. Elnaggar - Cairo : Mona Nazih Ali Abdelbary , 2011 - 183 P. : charts ; 25cm
Thesis (Ph.D.) - Cairo University - Faculty of Economics and Political Science - Department of Statistics
The portfolio selection problem has a venerable history . Markowitz ( 1952 ) , one of the creators of the modern portfolio theory, formulates the problem as a trade - off between the expected return and the expected risk of a portfolio . For his path breaking work that has revolutionized investment practice, he won the Noble Portfolio
Modern portfolio theory Optimal Portfolio Stock Selection