Insurance companies{u2019} portfolio allocation in non-normal markets using 2black-litterman model3 / (Record no. 80594)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02557cam a2200325 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EG-GiCUC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250223032726.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210410s2021 ua h f m 000 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | EG-GiCUC |
| Language of cataloging | eng |
| Transcribing agency | EG-GiCUC |
| 041 0# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | Deposite |
| 097 ## - Thesis Degree | |
| Thesis Level | M.Sc |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | Cai01.05.03.M.Sc.2021.Na.I |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Nancy Gaber Aldeeb |
| 245 10 - TITLE STATEMENT | |
| Title | Insurance companies{u2019} portfolio allocation in non-normal markets using 2black-litterman model3 / |
| Statement of responsibility, etc. | Nancy Gaber Aldeeb ; Supervised Ali Elsayed Eldeeb |
| 246 15 - VARYING FORM OF TITLE | |
| Title proper/short title | 2 Black-Litterman" توزيع محفظة الأوراق المالية بشركات التأمين فى الأسواق غير المنتظمة باستخدام نموذج |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cairo : |
| Name of publisher, distributor, etc. | Nancy Gaber Aldeeb , |
| Date of publication, distribution, etc. | 2021 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 151 Leaves : |
| Other physical details | facsimiles ; |
| Dimensions | 30cm |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (M.Sc.) - Cairo University - Faculty of Commerce - Department of Mathematics and Insurance |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The Black-Litterman model is proposing that used expected returns in its optimization will diverge from equilibrium risk premiums in accordance with the investment manager's explicitly specified views.The Black-Litterman Asset Allocation Model is designed to provide a framework to combine investor views with market equilibrium, it proposed to modify the whole mean vector to reflect an investment manager views, Black-Litterman Asset Allocation Model is a sophisticated portfolio structure model to overcome the unintuitive problem and the highly concentrated portfolios problem. In this thesis, the researcher applied Black-Litterman model to enhance the portfolio allocation efficiency and increase the overall profitability of investment portfolio.The aim of the thesis will be to produce well-performed portfolios without requiring the investment manager to conduct expected excess returns complete set to be used as basis for portfolio allocation by incorporating a global equilibrium with an investment manager's views.The results from black litterman model were compared to the official market weighted portfolio of EGX100 Index. The Black-Litterman portfolio much outperformed the benchmark portfolio in the two proposed tests. The result is considered positive |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
| Additional physical form available note | Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Black-litterman model |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Insurance companies{u2019} portfolio |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Non-normal markets |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ali Elsayed Eldeeb , |
| Relator term | |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://172.23.153.220/th.pdf">http://172.23.153.220/th.pdf</a> |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Nazla |
| Reviser | Revisor |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Shimaa |
| Reviser | Cataloger |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Thesis |
| Source of classification or shelving scheme | Not for loan | Home library | Current library | Date acquired | Full call number | Barcode | Date last seen | Koha item type | Copy number |
|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | قاعة الرسائل الجامعية - الدور الاول | 11.02.2024 | Cai01.05.03.M.Sc.2021.Na.I | 01010110083207000 | 22.09.2023 | Thesis | ||
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | مخـــزن الرســائل الجـــامعية - البدروم | 11.02.2024 | Cai01.05.03.M.Sc.2021.Na.I | 01020110083207000 | 22.09.2023 | CD - Rom | 83207.CD |