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An Optimal Planning of Investment Portfolios for the Development of Banks Liquididty (An Applied Research in a Sample from The Iraqi Private Commercial Banks) | ||
| Journal Of AL-Turath University College | ||
| Article 1, Volume 0, Issue 20, 2017, Pages 318-347 | ||
| Abstract | ||
| This study has sought to the methods of the financial planning of the investment portfolios regarding to the vitality of investment field so as to determine the optimum investment portfolio components. In anticipation of future expectations for the development of banking liquidity by using the quadric programming and how to build a model of the investment portfolio, for the purpose of obtaining less risky (in total variation) to the level of a desirable return by the investor in order to achieve the best lineup of the portfolio of investments aspects which are available to realize the highest returns of any level of risk. The real problem facing the investor to achieve the best results is concentrated on the methods of building his portfolio components . To achieve that , it is mentioned to objective of the study 1- Identify the best investment rate for the mount to be invested by applying the quadratic programming on the basis of the investment portfolio . 2- How to use the style of quadratic programming to build an optimal investment portfolio, that can achieve less risky within desirable return by the investor as well as dealing with the model quadratic programming to determine the investment optimal portfolio components for the investor , i.e, the contribution of each of the shares of banks the research sample in the optimal use of the application of Excel, with the assistance of Solver, that containing the results of the sensitivity analysis through the multiplier of Akranj with noting function sensitivity of the target for the model of quadratic programming to build the optimal portfolio by drawing efficiency border of model portfolio curve as well as the conclusions to ensure all results borne out the practical side is using quadratic programming model by identifying invested ratios the amount invested to reach the optimal investment portfolio which has achieved less risk and higher return components were 40% of Arab Gulf Bank and 60% of the Middle East Bank , the Iraqi Investment Bank, Recommendations , the study has recommended to the importance of the process of building investment portfolio by using mathematical methods and scientific data for consequent years that are featured with more stability to access better results, as well as use several banks to to offer , as well, great space of variety in optimal investment portfolio, and the use of quadratic programming of function goal of maximizing the return | ||
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