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Dr. Abbas Abdel-Khader Shaalan1, M.A. Duha Falih Al-Musawi2
- 1,2College of Administration and Economics, University of Al-Muthanna
- FAR Journal of Financial and Business Research (FARJFBR)
- DOI
The research aimed to construct the investment portfolio using a new method, which is the objective programming method. The study was conducted in the Iraqi Stock Exchange, which included (15) joint stock companies from various sectors. According to the statistical tests, the returns of these companies were calculated, as well as their risks measured by the beta coefficient. The ability of the objective programming model to efficiently allocate the assets of the investment portfolio and determine the number and type of assets according to the investor’s desire was demonstrated. The research recommended using this statistical method to resolve the conflicting objectives between the return and risk of the portfolio and the number and type of assets required in it.
