000			02230cam a2200313 a 4500
003			EG-GiCUC
008			210822s2021 ua d f m 000 0 eng d
040			_aEG-GiCUC _beng _cEG-GiCUC
041	0		_aeng
049			_aDeposite
097			_aPh.D
099			_aCai01.20.02.Ph.D.2021.Ma.H
100	0		_aMai Adel Ibrahim
245	1	0	_aHeuristics for portfolio optimization models in emerging markets / _cMai Adel Ibrahim ; Supervised Motaz Hosny Khorshid , Mohammed Adel Elbeltagy
246	1	5	_aالاستدلال لنماذج الأمثلية لمحفظة الأوراق المالية فى الأسواق الناشئة
260			_aCairo : _bMai Adel Ibrahim , _c2021
300			_a121 Leaves : _bcharts ; _c30cm
502			_aThesis (Ph.D.) - Cairo University - Faculty of Computers and Artificial Intelligence - Department of Operations Research and Decision Support
520			_aEmerging 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			_aIssued also as CD
653		4	_aHigher Moment Models
653		4	_aMedian models
653		4	_aMulti-objective Evolutionary Optimization
700	0		_aMohammed Adel Elbeltagy , _eSupervisor
700	0		_aMotaz Hosny Khorshid , _eSupervisor
905			_aNazla _eRevisor
905			_aShimaa _eCataloger
942			_2ddc _cTH
999			_c81795 _d81795