Investment portfolio using limit rate: A sample of companies listed on the Iraqi stock exchange

Abstract

The study aims to build the investment portfolio in the Iraqi market for securities using the cut-off model. The study covered the period from 2005 to 2012. The research sample was chosen from its society, which is listed companies in the Iraqi market for securities. To develop an intellectual and practical approach that can guide the Iraqi investor and securities analysts to manage their portfolios of securities to address the research problem of how to build an investment portfolio Basest Haddam cutting edge, and the adoption of a set of mathematical and statistical laws and other indicators of data analysis companies covered by the research. The research found a number of conclusions, including that the efficient portfolio using the cutting limit is not always better return from the market portfolio, but it has achieved a better exchange between return and risk compared to the market portfolio. Among the recommendations of the study is the importance of taking into account the results of this study to build an efficient investment portfolio because they have a key role in support of revenue or reduce the risks of the investor, thus revitalizing the Iraqi market for securities