MARC details
| 000 -LEADER |
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| fixed length control field |
02571cam a2200313 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
EG-GiCUC |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
211114s2021 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 |
M.Sc |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) |
|---|
| Classification number |
Cai01.18.05.M.Sc.2021.Mo.F |
| 100 0# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Mohamed Ahmed Mahmud Mohamed |
| 245 12 - TITLE STATEMENT |
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| Title |
A fuzzy multi-objective approach for solving the portfolio selection problem / |
| Statement of responsibility, etc. |
Mohamed Ahmed Mahmud Mohamed ; Supervised Hegazy Zaher , Naglaa Ragaa Saeid Hassan |
| 246 15 - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
اسلوب فازى متعدد الاهداف لحل مشكلة اختيار المحفظة |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Cairo : |
| Name of publisher, distributor, etc. |
Mohamed Ahmed Mahmud Mohamed , |
| Date of publication, distribution, etc. |
2021 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
95 Leaves : |
| Other physical details |
charts ; |
| Dimensions |
30cm |
| 502 ## - DISSERTATION NOTE |
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| Dissertation note |
Thesis (M.Sc.) - Cairo University - Faculty of Graduate Studies for Statistical Research - Department of Operations Research |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
In this thesis, fuzzy portfolio selection is used as an approach for solving optimization problem reaching to optimal compromise solution. It is based on S{u2013}Curve membership function which it is used to represent the vague aspiration level of investor for the best portfolio selection. The financial decision-maker is asked to make tradeoffs among conflicting objectives such as the expected return and risk in fuzzy environment.This thesis includes a brief review about the tools and approaches used for solving portfolio selection models such as goal programming, multi-objective programming, fuzzy approach, genetic algorithm, data envelopment analysis and any hybrid models. Also, the two cases studies are considered. The first one (case study 1) is about a problem includes three mutual funds and we have investment stock with fuzzy return for last five years. For solving the problem, we need to divide the funds on the three investments. Fuzzy interval programming is used to solve fuzzy multi-objective portfolio optimization model to help investor to achieve his goal among the different financial investments. In this case, it is notice that choosing the model depends highly on the risk attitude of an investor. However, rather than being risk averse or a risk taker, he/she may choose an optimal portfolio with low risk and high returns |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE |
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| Additional physical form available note |
Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED |
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| Uncontrolled term |
Fuzzy mult-objective |
| 653 #4 - INDEX TERM--UNCONTROLLED |
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| Uncontrolled term |
Selection problem |
| 653 #4 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Solving the portfolio |
| 700 0# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Hegazy Zaher, |
| Relator term |
|
| 700 0# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Naglaa Ragaa Saeid Hassan , |
| 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 |
