Determine the Optimal Stock Portfolio for the Iraqi Market for Securities Using the Quadratic Programming for the period (2016-2005) | ||
| مجلة جامعة الانبار للعلوم الاقتصادیة والاداریة | ||
| Article 5, Volume 11, Issue 25, May 2019, Pages 104-122 PDF (1.15 M) | ||
| Authors | ||
| Mokhef Jasim Hamad .; Safa Salim Khalaf AlGhriri . | ||
| . | ||
| Abstract | ||
| The aim of this study is to determine the optimal investment portfolios for the Iraqi market for securities using the quadratic programming method as one of the methods of measuring the relationship between return and risk. And by using the Excel program to solve square programming. And the extent to which the diversification policy contributes to the reduction of risks associated with a positive relationship to returns. The investment portfolio of the Iraqi financial market is determined by using the square programming by investing (27%) in the shares of Baghdad Soft Drinks Company and investing (15%) in the shares of the city of Al-Karkh Games and investing (21%) in the shares of the Kurdistan Bank and investing a percentage of the capital by (14%) in the Middle East for Investment and (23%) in Al Ahlia Animal Production Company, to obtain a portfolio with a yield of (8%) with a difference of (0.04) if total risk of portfolio (0.19). | ||
| Keywords | ||
| optimal investment portfolio; Quadratic Programming; Iraqi stock exchange | ||
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