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Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios
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 s...
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| Format: | Thesis |
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AUC Knowledge Fountain
2025
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| _version_ | 1867613425150984192 |
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| access_status_str | Open Access |
| author | El-Sabban, Mariam A. |
| author_browse | El-Sabban, Mariam A. |
| author_facet | El-Sabban, Mariam A. |
| author_sort | El-Sabban, Mariam A. |
| collection | Thesis |
| description | 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. |
| format | Thesis |
| id | oai:fount.aucegypt.edu:etds-3556 |
| institution | American University in Cairo (Egypt) |
| last_indexed | 2026-06-10T12:35:56.457Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from AUC Knowledge Fountain — bepress |
| publishDate | 2025 |
| publishDateRange | 2025 |
| publishDateSort | 2025 |
| publisher | AUC Knowledge Fountain |
| publisherStr | AUC Knowledge Fountain |
| record_format | dspace |
| source_str | AUC Knowledge Fountain — bepress |
| spelling | oai:fount.aucegypt.edu:etds-3556 Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios El-Sabban, Mariam A. 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. 2025-06-18T07:00:00Z thesis application/pdf https://fount.aucegypt.edu/etds/2508 https://fount.aucegypt.edu/context/etds/article/3556/viewcontent/Mariam_ElSabban_thesis.pdf Theses and Dissertations AUC Knowledge Fountain 1.Portfolio optimization 2.Risk-management 3.Modern-Portfolio-Theory 4.Minimum-variance strategy 5.Mean-variance strategy 6.Sharp ratio 7.Certainty-Equivalent 8.Cross-country analysis 9.Sector-level data 10.Financial Economics Finance and Financial Management Portfolio and Security Analysis |
| spellingShingle | 1.Portfolio optimization 2.Risk-management 3.Modern-Portfolio-Theory 4.Minimum-variance strategy 5.Mean-variance strategy 6.Sharp ratio 7.Certainty-Equivalent 8.Cross-country analysis 9.Sector-level data 10.Financial Economics Finance and Financial Management Portfolio and Security Analysis El-Sabban, Mariam A. Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios |
| title | Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios |
| title_full | Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios |
| title_fullStr | Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios |
| title_full_unstemmed | Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios |
| title_short | Portfolio Strategies Evaluation in Developed Markets: A Sectoral Analysis of Minimum- and Mean-Variance Portfolios |
| title_sort | portfolio strategies evaluation in developed markets a sectoral analysis of minimum and mean variance portfolios |
| topic | 1.Portfolio optimization 2.Risk-management 3.Modern-Portfolio-Theory 4.Minimum-variance strategy 5.Mean-variance strategy 6.Sharp ratio 7.Certainty-Equivalent 8.Cross-country analysis 9.Sector-level data 10.Financial Economics Finance and Financial Management Portfolio and Security Analysis |
| url | https://fount.aucegypt.edu/etds/2508 https://fount.aucegypt.edu/context/etds/article/3556/viewcontent/Mariam_ElSabban_thesis.pdf |
| work_keys_str_mv | AT elsabbanmariama portfoliostrategiesevaluationindevelopedmarketsasectoralanalysisofminimumandmeanvarianceportfolios |