Main Page
Welcome
About the Center
About The SPC
Mission and Vision
Organizational Structure
Spc Directors
Facts and Figures
Services
ِActivities
Exhibitions
Print Exhibition
Books Exhibition
Visits
Training
Workshops
Courses
Seminars
Conventions
Celebrations
Research
Favorite Links
Contact Us
PhotoAlbum
Contact Us
Researches
عربي
English
About
Admission
Academic
Research and Innovations
University Life
E-Services
Search
Scientific Publishing Center
Document Details
Document Type
:
Article In Journal
Document Title
:
The Optimal Distribution for a Stock Portfolio in a Developing Country
التوزيع الأمثل لمحفظة أسهم عادية في دولة نامية
Subject
:
Economics
Document Language
:
Arabic
Abstract
:
The aim of this paper is to introduce and examine a Model for Optimal Selection of a Stock Portfolio in a developing country. The paper is divided into three sections. Section one aims to shed light on Modern Portfolio Theory, Capital Asset Pricing Model and Arbitrage Pricing Theory. Section two Introduces Mathematical Programming Models used in Developed Countries for solving the portfolio selection problem, where Qualified Markets and Beta Measures took place. Also we discuss the Optimal Solution for a Two securities portfolio and. how to get the Minimum Variance Portfolio. Section three develops a model to solve this problem in a developing country, by using linear programming. And variance-covariance Matrix as a measure for Total Risk or Beta Co-efficient as a measure for Systematic Risk. Implementation for this Models and this Methods is introduced in Saudi Arabia Stock Market, using available Data from 1398-1409 H."
ISSN
:
1319-0997
Journal Name
:
Economics and Administration Journal
Volume
:
3
Issue Number
:
1
Publishing Year
:
1410 AH
1990 AD
Article Type
:
Article
Added Date
:
Sunday, October 11, 2009
Researchers
Researcher Name (Arabic)
Researcher Name (English)
Researcher Type
Dr Grade
Email
السيد إبراهيم الدسوقي
EL-SAYED I. EL-DESOUKY
Researcher
Files
File Name
Type
Description
21640.pdf
pdf
Back To Researches Page