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العنوان
On multi-objective portfolio selection problem /
الناشر
Rabie Mosaad Rabie ,
المؤلف
Rabie Mosaad Rabie
هيئة الاعداد
باحث / Rabie Mosaad Rabie
مشرف / Abdel-Hadi N.Ahmed
مشرف / Mahmoud M.El-Sherbiny
باحث / Rabie Mosaad Rabie
تاريخ النشر
2020
عدد الصفحات
91 Laeves :
اللغة
الإنجليزية
الدرجة
ماجستير
التخصص
Management Science and Operations Research
تاريخ الإجازة
1/1/2020
مكان الإجازة
اتحاد مكتبات الجامعات المصرية - Operations Research and management
الفهرس
Only 14 pages are availabe for public view

from 101

from 101

Abstract

The major aim of this Thesis is to achieve a more appropriate investment model in portfolio selection for risk taker investors. The selection of optimal portfolios is the central problem of financial investment decisions. Mathematically speaking, portfolio selection refers to the formulation of an objective function that determines the weights of the portfolio invested in each asset as to maximize return and minimize risk. In this study, a genetic algorithm is used for Stock Portfolio selection. The shares of thecompanies are considered as stock in this work.In the first stage good quality of stocksare identified by stock ranking. In the second stage investment allocation in the selectedgood quality stocks is optimized using genetic algorithm.Hence by using geneticalgorithm an optimal portfolio can be determined. This application provides a veryfeasible and useful tool to assist the investors in planning their investment strategy andconstructing their portfolio