تقييم أداء المحفظة الاستثمارية لصندوق التقاعد القطري : دراسة تحليلية للمدة (2008-2018)‎

الملخص EN

The aim of the research is to show the extent of the impact of the returns of the market portfolio in explaining the fluctuations in the rate of return of the investment portfolio of the Qatari pension fund, as well as the effect of the fixed investment strategy on the performance of the investment portfolio of the fund.

The numerator linear regression of the returns of the nine sectorial portfolios was used as a variable dependent on the return of the market portfolio to show the extent to which the independent variable explained the fluctuations in the adopted variable, using the SPSS statistical program and relying on it to extract the most important investment characteristics of the fund portfolio in general, and the research assumed that market portfolio fluctuations lead to The fluctuation of the returns of the fund's portfolio leads to the weak performance of the investment portfolio of the fund, and the research Found that the State of Qatar's retirement system is a limited benefit system, and the independent variable (11.9% ) of the total fluctuations in the adopted variable is explained, and the research suggests that bond portfolios should be given greater attention, through Increase its relative weight within the investment portfolio of the Qatar Retirement Fund, as it is risk-free and achiev es an F-rate of return He strayed from the rest of the sectors, and search for other factors affecting the return of the investment portfolio, such as the type of investment management in the fund, and its investment orientations, and the investment management of The funds of the Qatari retirement fund should review the investment strategy used to ensure a better return that helps the fund's ability to fulfill its future obligations.