Heuristics for portfolio optimization models in emerging markets / (Record no. 81795)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02230cam a2200313 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EG-GiCUC |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210822s2021 ua d 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 | Ph.D |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | Cai01.20.02.Ph.D.2021.Ma.H |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Mai Adel Ibrahim |
| 245 10 - TITLE STATEMENT | |
| Title | Heuristics for portfolio optimization models in emerging markets / |
| Statement of responsibility, etc. | Mai Adel Ibrahim ; Supervised Motaz Hosny Khorshid , Mohammed Adel Elbeltagy |
| 246 15 - VARYING FORM OF TITLE | |
| Title proper/short title | الاستدلال لنماذج الأمثلية لمحفظة الأوراق المالية فى الأسواق الناشئة |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cairo : |
| Name of publisher, distributor, etc. | Mai Adel Ibrahim , |
| Date of publication, distribution, etc. | 2021 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 121 Leaves : |
| Other physical details | charts ; |
| Dimensions | 30cm |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (Ph.D.) - Cairo University - Faculty of Computers and Artificial Intelligence - Department of Operations Research and Decision Support |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Emerging markets have become an important part of global portfolio optimization almost four decades after the proposition of the Modern Portfolio Theory by Harry Markowitz. Markowitz model and its variants that include additional constraints and alternative risk measures have been applied on a wide number of developed markets.The optimization of the resultant problems for those variants have either been tackled by traditional methods or heuristics depending on the induced complexity of the search space. In the presence of insufficient literature on portfolio optimization topic in emerging markets, the proposed work will be concerned with building portfolio optimization models that suits Emerging Markets characteristics.The resultant portfolio model will incorporate the suitable distribution of returns together with the adequate risk measures and the necessary conditions. It will be applied to the Egyptian Stock Exchange Market and solved using the suitable Heuristics |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
| Additional physical form available note | Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Higher Moment Models |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Median models |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Multi-objective Evolutionary Optimization |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mohammed Adel Elbeltagy , |
| Relator term | |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Motaz Hosny Khorshid , |
| Relator term | |
| 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 | Cai01.20.02.Ph.D.2021.Ma.H | 01010110083968000 | 22.09.2023 | Thesis | ||
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | مخـــزن الرســائل الجـــامعية - البدروم | 11.02.2024 | Cai01.20.02.Ph.D.2021.Ma.H | 01020110083968000 | 22.09.2023 | CD - Rom | 83968.CD |