Reducing the Risks of the Investment Portfolio and Maximizing its Return Using the Genetic Algorithm: A Study of a Sample of Companies Listed in the Iraq Stock Exchange
| المصدر: | مجلة القادسية للعلوم الإدارية والاقتصادية |
|---|---|
| الناشر: | جامعة القادسية - كلية الادارة والاقتصاد |
| المؤلف الرئيسي: | Al-Hasnawi, Salim Salal Rahi (Author) |
| مؤلفين آخرين: | Abbas, Ali Ialan (Co-Author) |
| المجلد/العدد: | مج24, ع1 |
| محكمة: | نعم |
| الدولة: |
العراق |
| التاريخ الميلادي: |
2022
|
| الصفحات: | 294 - 301 |
| ISSN: |
1816-9171 |
| رقم MD: | 1269405 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Genetic Algorithm | Investment Portfolio | Iraq Stock Exchange | Banks Sector | Telecommunication Sector | Agriculture Sector | Industrial Sector
|
| رابط المحتوى: |
الناشر لهذه المادة لم يسمح بإتاحتها. |
| LEADER | 02586nam a22002297a 4500 | ||
|---|---|---|---|
| 001 | 2023020 | ||
| 041 | |a eng | ||
| 044 | |b العراق | ||
| 100 | |9 676131 |a Al-Hasnawi, Salim Salal Rahi |e Author | ||
| 245 | |a Reducing the Risks of the Investment Portfolio and Maximizing its Return Using the Genetic Algorithm: |b A Study of a Sample of Companies Listed in the Iraq Stock Exchange | ||
| 260 | |b جامعة القادسية - كلية الادارة والاقتصاد |c 2022 | ||
| 300 | |a 294 - 301 | ||
| 336 | |a بحوث ومقالات |b Article | ||
| 520 | |b The research aims to maximize the return on the investment portfolio and reduce the risk and verify the ability of the genetic algorithm to build the portfolio in the Iraqi stock exchange for a sample of listed companies based on the monthly closing prices for five years (1/1/2015-31/12/2019). The research community represented the companies listed in the Iraqi stock exchange, as the sample amounted to eight companies listed the Iraqi stock exchange, "the researchers concluded that the genetic algorithm can deal with a large number of financial data entered does not contain any restrictions regarding the number of assets." “The ability of the genetic algorithm to achieve a trade-off between return and risk,” “the results showed that the portfolio that was built through the application of the genetic algorithm achieves less risk than the risk of the investment portfolio that was built in the usual way,” “while the researcher recommended taking advantage of this research, what it offers is the existence of a new mechanism in dealing with stocks and building investment portfolios in the Iraqi stock exchange, and following modern scientific methods and methods when building investment portfolios. | ||
| 653 | |a إدارة المخاطر |a المحافظ الاستثمارية |a التحليل الاقتصادي |a شركات المساهمة |a سوق الأوراق المالية |a العراق | ||
| 692 | |b Genetic Algorithm |b Investment Portfolio |b Iraq Stock Exchange |b Banks Sector |b Telecommunication Sector |b Agriculture Sector |b Industrial Sector | ||
| 700 | |9 676146 |a Abbas, Ali Ialan |e Co-Author | ||
| 773 | |4 الاقتصاد |6 Economics |c 031 |e Al-Qadisiyah Journal for Administrative & Economic Sciences |f Maǧallaẗ al-qādisiyyaẗ li-l-ʻulūm al-idāriyyaẗ wa-al-iqtiṣādiyyaẗ |l 001 |m مج24, ع1 |o 0478 |s مجلة القادسية للعلوم الإدارية والاقتصادية |v 024 |x 1816-9171 | ||
| 856 | |u 0478-024-001-031.pdf | ||
| 930 | |d n |p y |q n | ||
| 995 | |a EcoLink | ||
| 999 | |c 1269405 |d 1269405 | ||
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