Abstract
This paper evaluates the performance of four fundamental economic sectors – energy, utilities, real estate, and the financial sector – in five advanced countries: the US, Canada, UK, Germany, and France throughout the period 2015 – 2024. It attempts to assess the best performing and most efficient sector-country combinations by applying time variant (dynamic) portfolio optimization frameworks, primarily the minimum-variance and mean-variance models. The study will present recommendations for investment policy that are based on risk-adjusted returns and empirical findings.
School
School of Business
Department
Economics Department
Degree Name
MA in Economics
Graduation Date
Spring 6-18-2025
Submission Date
5-19-2025
First Advisor
Mohammed Bouaddi
Committee Member 1
Mina Ayad
Committee Member 2
Wael Abdallah
Extent
17 p.
Document Type
Master's Thesis
Institutional Review Board (IRB) Approval
Not necessary for this item
Recommended Citation
APA Citation
El-Sabban, M. A.
(2025).Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios [Master's Thesis, the American University in Cairo]. AUC Knowledge Fountain.
https://fount.aucegypt.edu/etds/2508
MLA Citation
El-Sabban, Mariam A.. Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios. 2025. American University in Cairo, Master's Thesis. AUC Knowledge Fountain.
https://fount.aucegypt.edu/etds/2508