دراسة تحليلية و قياسية لنماذج أمثال المحفظة المالية في بورصة المغرب للفترة (2015-2018)‎

Abstract EN

This study aims to employ models such as the Markowitz model, as a means of identifying the optimal financial portfolio.

In addition to the Sharp model on the Moroccan Stock Exchange.

In order to achieve the objectives of the study and to test the validity of its hypotheses, it relied on historical data for a selected sample of the Casablanca financial market for the period 2015-2018 and the use of the Solver tool in the Excel program to reach the optimal portfolio.

In order to choose the portfolio with the highest performance, Performance Sharp and Trinor and compare them.

The study found the possibility of building an optimal investment portfolio in the Casablanca financial market by using a Solver program with a risk of 0.

5% and an estimated return of 5.

3%.

Based on Sharpe's maximization model, an optimal risk portfolio with a return of 0.

104 and risk It is also found that the Sharp portfolio is the best performer compared to the Markowitz portfolio according to the benchmark Trainor.