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jeasiq-797
The construction of Investment Portfolios in the Iraq Stock Exchange: Market Timing Vs. an Efficient Selection
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Abstract

         Uncertainty, the deeply-rooted fact that surrounding the investment environment, especially the stock market which just prices have taken a specific trend until they moved to another one for its up or down. This means that the volatility characteristic of financial market requires the rational investor an argument led towards the adoption of planned acts to gain greater benefit in the goal of wealth maximizing. There is no possibility to achieve this goal without the burden of uncertainty and the risk of systematic fluctuations of investment returns in the financial market after the facts of  efficient diversification have proved the removal possibility of unsystematic fluctuations in stock returns. As long as the investor has ambition since his first nature questing to maximize the benefit of his limited resources, he has no way but to try to ease that volatility and restrain it to the extent that it guarantees to achieve acceptable returns on the acquisition of shares as a compensation for bearing the risk of investment. Perhaps the investor has an options that appear in the form of an efficient portfolio construction or market timing in accordance with its ups and downs and what could be resulted from those options on the performance of the portfolio.

         The Iraqi investor may face in the Iraq market Exchange the same problem to be the cause of a motivation to make a trade-off between the market timing and an efficient portfolio in light of the Iraqi financial market conditions. Accordingly, this problem has been tested in the Iraq market Exchange, including the listed companies which have stocks traded at its seven economic sectors maintained a continuation of the traded regularly for the duration of the research were the monthly returns being used between the years (2008-2009) for the construction of investment portfolios and measure their performance using the Treynor Index. The (Fabozzi & Francis, 1977) model was used to determine market trends in terms of the rise and fall and then to build equity portfolios according to market timing, and the (Simple Ranking Model, 1976) for the construction of an efficient selected portfolio. Among the several conclusions that were reached was the fall in market timing performance of the portfolio compared to the portfolio of an efficient selection. This suggests the difficulty of timing the Iraq market Exchange as far as the time frame covered by the research, and therefore need to heed the efficient selection of the components of the portfolio that the testing results  have proven high levels of performance in light of market volatility in both directions upward and downward , and in a manner which is consistent with what is the prevailing prepositions in the financial thought that ensure the efficient portfolio for the investor to achieve the best trade-off between risk and return, especially when there is a valid trade-off between them with no longer need to decrease the risk of the portfolio to the lowest levels.

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Publication Date
Tue Jan 29 2019
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Financial contribution of taxes on Foreign oil companies in support of the state budget: The case of a foreign oil company in the Iraq Study
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Imposed on foreign oil companies from important sources in the financing of the general budget in most countries of the world income tax is considered as well as be used to achieve political, economic and social goals, and has developed the concept of the tax until it became play an important role in influencing the economic conditions of a country, and the aim of this research is to statement imposed on foreign oil companies operating in Iraq in the financing of the state budget income tax contribution, as well as clarify the contracts type contracts with these companies, which is in favor of Iraq, together with the Income Tax Law No. (19) for the year / 2010, and instructed No. (5) for the year / 2011, which organized the tax process s

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Publication Date
Fri Jun 30 2023
Journal Name
Journal Of The College Of Education For Women
The Construction of the Iraqi Child in the UNICEF Reports during Covid19 Pandemic: A Critical Discourse Analysis
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The present paper aims at investigating the linguistic image portrayed by UNICEF reports on the Iraqi child from a critical discourse analysis perspective during Covid19 pandemic (2020). The paper attempts to fill a gap in research literature concerning the linguistic construction of the Iraqi child by the UNICEF reports during the critical health crisis of Covid19. Van  Leeuwen’s (2008) approach of social actor representation has been adopted for this purpose. From Van  Leeuwen’s approach, the category of determination (single determination and overdetermination) has been selected to be the main analytical tool for its high compatibility with the set of objectives put forward to figure out how such a globally effective and

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Publication Date
Fri Aug 01 2014
Journal Name
Journal Of Economics And Administrative Sciences
Constructing Quality House To Improve Health Services – an applied research in Educational Baghdad Hospital
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     Quality function deployment tool is trying to improve health services through this study that will be applied in health sector environment , and be based on applying quality function deployment tool (QFD) TO preferable evaluation of main patients requirements in order to determine the technical requirements that need most attention across improving and developing health services .                

   Main requirements are determined to patients lying in the hospital (under research) which is (educational Baghdad \ medicine city office) in Baghdad, and other technical requirements through pers

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Publication Date
Mon Oct 31 2022
Journal Name
Periodicals Of Engineering And Natural Sciences (pen)
The adoption of green management in Iraqi construction industry: The challenges and benefits
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Publication Date
Wed Dec 01 2021
Journal Name
Civil And Environmental Engineering
Prediction of the Delay in the Portfolio Construction Using Naïve Bayesian Classification Algorithms
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Abstract<p>Projects suspensions are between the most insistent tasks confronted by the construction field accredited to the sector’s difficulty and its essential delay risk foundations’ interdependence. Machine learning provides a perfect group of techniques, which can attack those complex systems. The study aimed to recognize and progress a wellorganized predictive data tool to examine and learn from delay sources depend on preceding data of construction projects by using decision trees and naïve Bayesian classification algorithms. An intensive review of available data has been conducted to explore the real reasons and causes of construction project delays. The results show that the postpo</p> ... Show More
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Publication Date
Tue Jun 30 2015
Journal Name
Iraqi Journal Of Market Research And Consumer Protection
Indicators Trends Of Populaion Structure Composition In Iraq And Their Relationship With Dependency Rates For The Period (1986-2010).: Indicators Trends Of Populaion Structure Composition In Iraq And Their Relationship With Dependency Rates For The Period (1986-2010).
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Iraq within the ranks of the fledgling communities characterized by a broad base of the population pyramid, because they pose the age group (under 15 years) of a large proportion of the community, as it exceeded the proportion (40%) during the years of research extended (1986-2010) Despite the relative decline in the rates fertility during that period, but the proportion of young people remained high, especially for groups of at least five years, amounting to about 14% in 2012, a little more than the proportion of what constitutes age group (5-9 above) years, where it was (13%) and this naturally predicts continuing population increases in coming decades, due to the entry of those numbers of individuals in the reproductive stage,

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Publication Date
Sun Feb 28 2021
Journal Name
Journal Of Economics And Administrative Sciences
The role of monetary policy in reducing inflation in Iraq through monetary sterilization mechanism. post-2003
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The main objective of the central bank is to achieve price stability and target in fractionates. Therefore, the bank sought to use modern tools and policies in order to reduce the negative effects of the accumulation of foreign reserves represented by monetary sterilization, similar to developed and developing countries alike, but with different available tools that are possible and imposed by the local financial and monetary environments, such as the window for buying and selling foreign currency, open market operations and deposit facilities. And lending existing. Because any in crease in the monetary base resulting from the accumulation of foreign reserves will affect price stability directly due to the consumer nature of the

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Publication Date
Wed Mar 10 2021
Journal Name
Baghdad Science Journal
About the construction of fuzzy inner product
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In this research for each positive integer integer and is accompanied by connecting that number with the number of Bashz Attabq result any two functions midwives to derive a positive integer so that there is a point

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Publication Date
Mon Oct 22 2018
Journal Name
Journal Of Economics And Administrative Sciences
The challenges facing the Insurance sector in Iraq Analytical study in Iraqi insurance companies (National insurance company as model)
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Most of World nations are striving to provide the necessary needs to protect their economic properties assets against natural or abnormal disasters that may be inflicted on such property and the means that used by such countries to reduce the damages is insurance, whereas insurance as a system that collects and distributes different risks into the group thus  to achieve a social symbiosis between individuals. The system works to transfer the risks from the individual to the group and then distributes the losses to all members of the group.

According to the importance of the insurance sector and the need to develop it as well as working on improving its performance, this search aims to identify the ac

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Publication Date
Wed Nov 01 2017
Journal Name
Journal Of Economics And Administrative Sciences
Analysis of the effects of foreign direct investment in financial account of the balance of payments iraqi for 2003-2015
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The study aims to make an in-depth  analysis and the financial account components in the Iraqi balance of payments because it reflects the economic center of the country towards outside world, it also helps in making decision about monetary and financial policies, finance and foreign Trade the importance of FDI for Iraq lies as an important sources as wells provides advanced technology  and job chances, It also avoids the country negative effects of borrowing processes from abroad . for analyzing direct and indirect foreign investment on the balance of payments and financial account in a period between (2003 to 2015), a community and research sample have been selected, presented in CBI/ Balance of payments. Department,

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