اتجاهات تصميم المحافظ الاستثمارية المثلى والبديلة في سوق العراق للاوراق المالية == Trends In Alternative Optimal Investment Portfolios Design In Iraq Stock Exchange
Author name:
حيدر قادر حسين الدليمي
Supervisor name:
علي عبد الهادي سالم
General topic:
Administration and Economics
Specific topic:
Economy
Degree:
Master
University:
University of Anbar - Faculty Of Administration And Economics - Department Of Economics
Language:
Arabic
University location:
Anbar
First pages:
07T4329 - p.pdf
Abstract:
استهدفت الدراسة تحديد المحفظة الاستثمارية المثلى في سوق العراق للاوراق المالية، وقد غطت الدراسة مدة زمنية من «2008 - 2003م»، واختيرت عينة الدراسة من مجتمعها المتمثل في الشركات المساهمة المدرجة في سوق العراق للاوراق المالية، اذ تم اختيار «39» شركة عاملة في | The study aims at designing an alternative optimal investment portfolios in Iraq Stock Exchange. The study covers the period between 2003 - 2008. The sample of study is 39 different - sector companies of the registered ones in Iraq Stock Exchange. It is hypothesized that the optimal investment portfolios that take into account the conditions of risk and uncertainty accompanying decision making, are different from that do not so. They, in their turn, aim at increasing the expected income and there is a type of Trade - off in optimal investment portfolios between the expected income and accompanying risk margin of portfolio, as the portfolio of high income is accompanied by high risk margin and vise versa. The linear programming is used to derivate the optimal investment portfolio in Iraq Stock Exchange and Motad Model to derivate the alternative efficient portfolios in the market. The adequacy of the above - mentioned models are tested in the formation of optimal investment portfolio with markets returns by using QSB programme, which works according to the simplex method. The study validates the hypotheses and the results of analysis and measurement of linear programming model led to the formation of alternative optimal investment portfolio on Iraq Stock Exchange. Five efficient alternative portfolios are derived by using Motad Model. Each of these portfolios consists of group companies, which differ from each other as far as the level of income and risk margin are concerned.
