إدارة المحفظة الاستثمارية المثلى : بحث تطبيقي في شركات القطاع الصناعي العراقي الخاص

الملخص EN

The purpose of this research to determine the optimal portfolio in the Iraq Stock Exchange, has covered the research time period of «2012-2008» was selected sample of her community of special contribution listed in Iraq Stock Exchange companies, as has been chosen «21» companies operating in the market financial Iraqi industrial sector entirely, that the necessary data are available to search for.

The importance of research in framing the intellectual and practical approach can be guided by the Iraqi investors and analysts securities to manage their investment portfolios consisting of securities to address the problem of the research of the statement of how the formation of the investment portfolio best in the sector, and the adoption of a set of mathematical and statistical laws and other indicators to analyze corporate data covered by the research.

The research found a set of conclusions which, according to the terms of the formation of the portfolio-based efficient companies mainly to be selected within the investment portfolio that gives back Cbr which give it the rest of the securities available or industrial companies in this research, which carry the same amount of risk or less so the correlation matrix between the returns generated for each company where, which is mostly declining support confidence Search efficient as contained in the portfolio of companies according to what it says Marcotaz about his focus on verified the correlation coefficient between the returns, and also in terms of its impact on the return on each portfolio and risks