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 TypeDr GradeEmail
السيد إبراهيم الدسوقيEL-SAYED I. EL-DESOUKY Researcher  

Files

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 21640.pdf pdf 

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