الفهرس 
Heuristics for Portfolio Optimization Models in Emerging Markets
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Abstract
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