Optimality of the CNSS portfolio under sharpe-ratio-based constraints
Dissertant
Thesis advisor
Sharafi, Abd al-Latif
Alawi, Abd al-Hamid Hamidi
University
Al Akhawayn University
Faculty
The School of Business Administration
University Country
Morocco
Degree
Master
Degree Date
2014
English Abstract
This work investigates the use of Markowitz theory to better manage the CNSS’ portfolio.
In fact, we tried to build a strategy using Sharpe-ratio based constraint and Markowitz portfolio management theory in order to build a portfolio with higher return and lower risk than what the CNSS management team has.
After constructing our strategy, we observe that in fact our proposed method gives better results than what was done until now.Hence, we can use it to forecast the weights that the CNSS can use for its investments.
Main Subjects
Financial and Accounting Sciences
Topics
No. of Pages
41
Table of Contents
Table of contents.
Abstract.
Chapter One : Introduction.
Chapter Two : The audience for the project.
Chapter Three : Literature review.
Chapter Four : Methodology.
Chapter Five : CNSS portfolio analysis.
Chapter Six : Result analysis.
Chapter Seven : General conclusion.
Chapter Eight : Limitations and recommendations.
References.
American Psychological Association (APA)
Zaoui, Siham. (2014). Optimality of the CNSS portfolio under sharpe-ratio-based constraints. (Master's theses Theses and Dissertations Master). Al Akhawayn University, Morocco
https://search.emarefa.net/detail/BIM-629519
Modern Language Association (MLA)
Zaoui, Siham. Optimality of the CNSS portfolio under sharpe-ratio-based constraints. (Master's theses Theses and Dissertations Master). Al Akhawayn University. (2014).
https://search.emarefa.net/detail/BIM-629519
American Medical Association (AMA)
Zaoui, Siham. (2014). Optimality of the CNSS portfolio under sharpe-ratio-based constraints. (Master's theses Theses and Dissertations Master). Al Akhawayn University, Morocco
https://search.emarefa.net/detail/BIM-629519
Language
English
Data Type
Arab Theses
Record ID
BIM-629519
