| 000 | 02557cam a2200325 a 4500 | ||
|---|---|---|---|
| 003 | EG-GiCUC | ||
| 005 | 20250223032726.0 | ||
| 008 | 210410s2021 ua h f m 000 0 eng d | ||
| 040 |
_aEG-GiCUC _beng _cEG-GiCUC |
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| 041 | 0 | _aeng | |
| 049 | _aDeposite | ||
| 097 | _aM.Sc | ||
| 099 | _aCai01.05.03.M.Sc.2021.Na.I | ||
| 100 | 0 | _aNancy Gaber Aldeeb | |
| 245 | 1 | 0 |
_aInsurance companies{u2019} portfolio allocation in non-normal markets using 2black-litterman model3 / _cNancy Gaber Aldeeb ; Supervised Ali Elsayed Eldeeb |
| 246 | 1 | 5 | _a2 Black-Litterman" توزيع محفظة الأوراق المالية بشركات التأمين فى الأسواق غير المنتظمة باستخدام نموذج |
| 260 |
_aCairo : _bNancy Gaber Aldeeb , _c2021 |
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| 300 |
_a151 Leaves : _bfacsimiles ; _c30cm |
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| 502 | _aThesis (M.Sc.) - Cairo University - Faculty of Commerce - Department of Mathematics and Insurance | ||
| 520 | _aThe 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 | _aIssued also as CD | ||
| 653 | 4 | _aBlack-litterman model | |
| 653 | 4 | _aInsurance companies{u2019} portfolio | |
| 653 | 4 | _aNon-normal markets | |
| 700 | 0 |
_aAli Elsayed Eldeeb , _eSupervisor |
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| 856 | _uhttp://172.23.153.220/th.pdf | ||
| 905 |
_aNazla _eRevisor |
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| 905 |
_aShimaa _eCataloger |
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| 942 |
_2ddc _cTH |
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| 999 |
_c80594 _d80594 |
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