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Civil-Comp Proceedings
ISSN 1759-3433
CCP: 14
INFORMATION TECHNOLOGY FOR CIVIL & STRUCTURAL ENGINEERS
Edited by: B.H.V. Topping and A.I. Khan
Paper V.1

Portfolio Analysis and its Applications to the Various Phases of Civil Engineering

M. Morcos and G. Singh

Department of Civil Engineering, University of Leeds, Leeds, England

Full Bibliographic Reference for this paper
M. Morcos, G. Singh, "Portfolio Analysis and its Applications to the Various Phases of Civil Engineering", in B.H.V. Topping, A.I. Khan, (Editors), "Information Technology for Civil & Structural Engineers", Civil-Comp Press, Edinburgh, UK, pp 65-71, 1993. doi:10.4203/ccp.14.5.1
Abstract
The prime management objective is to maximise expected returns and minimise risk. Portfolio analysis is used as decision aid. The subject of portfolio management has three closely linked components: Investment Analysis, Portfolio Analysis, and Portfolio Selection The paper traces the origin and development of the portfolio theory. It shows how this theory can be used to assess investments in the field of civil engineering. Its use is illustrated with examples. The studies show that this analysis can be effectively and fruitfully used in the various civil engineering phases. Improvements to the Markowitz's theory have been incorporated in this paper and have been shown to be superior.

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