تقييم الاستثمار في الأوراق المالية في ظل نظرية المحفظة

Abstract EN

The decision to invest in securities is based on the balance between yield and risk.

In order to control investment in securities, a modern theory has been designed for this reason, which is portfolio theory that is concerned with the theoretical aspects of the portfolio.

The latter is considered as an investment tool composed of a set of securities, where investor invests his money as a single unit, it expressed by maximizing returns and reducing risks through diversifying its component from securities.

It is necessary to rely on the Capital Assets Pricing Model (CAPM) to take decision about investment in securities.

Anyway, it is suggested that the evaluation of portfolio investment performance should be completed periodically in order to improve the portfolio.

It is used set of models such as Simple model, Sharp model, Treynor model, and Jensen model.