دراسة الخطر و العائد في بناء المحفظة الاستثمارية المثلي باستخدام أسلوب البرمجة التربيعية : دراسة حالة الشركات الناشطة في القطاع البنكي بالسوق المالي السعودي 2014-2018

الملخص EN

The research aimed to build an optimal investment portfolio, following an applied intellectual approach that aims to reduce the risk to a certain level of return, so that this study succeeded in creating a similar investment portfolio consisting of 03 financial markets, and this study concluded that the financial risks of this portfolio can be reduced in light of a crisis The decline in oil prices, which increases the size of the statutory portfolios and thus the total, as the average individual overall risk of the banks under study decreased from 26.

38% to 10.

9%.

Key words: optimal investment portfolio, risk, return.