اختيار المحفظة المثلى باستخدام معدل القطع

Abstract EN

The research aims to determine the appropriate model that guides the investor indetermining its optimal portfolio, which achieves the highest return for any level of riskor the lowest risk for any level of return, as it achieves the best trade-off between returnand risk.

The simple arrangement or cut-rate model was chosen, which is adopted as abasis for either adding or excluding any security to the optimal portfolio.

The researchrelied on the cut-rate technique.

The optimal portfolio can be determined by selecting alimited number of available stocks.

To achieve a goal, it relied on the returns of themonthly assets of a group of companies (Dow Jones 30), an industrial index for the thirtylargest industrial companies on the New York Stock Exchange for the period (12/31/2016- 1/1/2016).

And it turned out that the additional return and the systemic risk play animportant role in adding or excluding any security to the optimal portfolio.