{"id":"https://openalex.org/W3094615391","doi":"https://doi.org/10.71207/ijas.v8i32.3160","title":"Simple methods to build optimal equity portfolios","display_name":"Simple methods to build optimal equity portfolios","publication_year":2012,"publication_date":"2012-01-01","ids":{"openalex":"https://openalex.org/W3094615391","doi":"https://doi.org/10.71207/ijas.v8i32.3160","mag":"3094615391"},"language":"en","primary_location":{"id":"pmh:oai:ojs2.journals.uokerbala.edu.iq:article/3160","doi":"https://doi.org/10.71207/ijas.v8i32.3160","is_oa":true,"landing_page_url":"https://journals.uokerbala.edu.iq/index.php/index/article/view/3160","pdf_url":null,"source":{"id":"https://openalex.org/S5406964778","display_name":"Iraqi Journal for Administrative Sciences","issn_l":"1818-1074","issn":["1818-1074","2958-6941"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210142005","host_organization_name":"University of Kerbala","host_organization_lineage":["https://openalex.org/I4210142005"],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"1818-1074","raw_type":"info:eu-repo/semantics/article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://journals.uokerbala.edu.iq/index.php/index/article/view/3160","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5048204829","display_name":"Dr.Maitham Rabie Hadi","orcid":"https://orcid.org/0000-0001-8216-230X","observed_orcids":["https://orcid.org/0000-0001-8216-230X"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Dr.Maitham Rabie Hadi","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5048204829"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.53543454,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"8","issue":"32","first_page":"100","last_page":"120"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.8560000061988831,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.8560000061988831,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.07119999825954437,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0406000018119812,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"portfolio optimization","score":0.921999990940094},{"id":"https://openalex.org/keywords/factor-models","display_name":"factor models","score":0.7239999771118164},{"id":"https://openalex.org/keywords/correlation-forecasting","display_name":"correlation forecasting","score":0.4779999852180481},{"id":"https://openalex.org/keywords/covariance-forecasting","display_name":"covariance forecasting","score":0.5490000247955322},{"id":"https://openalex.org/keywords/single-index-model","display_name":"single index model","score":0.7820000052452087},{"id":"https://openalex.org/keywords/constant-correlation-model","display_name":"constant correlation model","score":0.8159999847412109},{"id":"https://openalex.org/keywords/portfolio-rebalancing","display_name":"portfolio rebalancing","score":0.3880000114440918},{"id":"https://openalex.org/keywords/portfolio-diversification","display_name":"portfolio diversification","score":0.35499998927116394},{"id":"https://openalex.org/keywords/portfolio-returns","display_name":"portfolio returns","score":0.40799999237060547}],"concepts":[{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.6012408137321472},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4677583873271942},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.45686575770378113},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3852262496948242},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.36257439851760864},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.34528183937072754},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.11606308817863464},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:ojs2.journals.uokerbala.edu.iq:article/3160","doi":"https://doi.org/10.71207/ijas.v8i32.3160","is_oa":true,"landing_page_url":"https://journals.uokerbala.edu.iq/index.php/index/article/view/3160","pdf_url":null,"source":{"id":"https://openalex.org/S5406964778","display_name":"Iraqi Journal for Administrative Sciences","issn_l":"1818-1074","issn":["1818-1074","2958-6941"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210142005","host_organization_name":"University of Kerbala","host_organization_lineage":["https://openalex.org/I4210142005"],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"1818-1074","raw_type":"info:eu-repo/semantics/article"},{"id":"mag:3094615391","doi":null,"is_oa":false,"landing_page_url":"https://www.iasj.net/iasj/article/64582","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":{"id":"pmh:oai:ojs2.journals.uokerbala.edu.iq:article/3160","doi":"https://doi.org/10.71207/ijas.v8i32.3160","is_oa":true,"landing_page_url":"https://journals.uokerbala.edu.iq/index.php/index/article/view/3160","pdf_url":null,"source":{"id":"https://openalex.org/S5406964778","display_name":"Iraqi Journal for Administrative Sciences","issn_l":"1818-1074","issn":["1818-1074","2958-6941"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210142005","host_organization_name":"University of Kerbala","host_organization_lineage":["https://openalex.org/I4210142005"],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"1818-1074","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W3217618113","https://openalex.org/W2807415502","https://openalex.org/W2979825686","https://openalex.org/W1004965307","https://openalex.org/W6941391099","https://openalex.org/W7070318741","https://openalex.org/W3088798067","https://openalex.org/W1669194265","https://openalex.org/W2911415637","https://openalex.org/W2520186018"],"abstract_inverted_index":{"\u0644\u0642\u062f":[0],"\u0648\u0636\u0639\u062a":[1,43],"\u0627\u0644\u0639\u062f\u064a\u062f":[2,126],"\u0645\u0646":[3,16,59,75,117,127,135,162,197,209],"\u0627\u0644\u0646\u0645\u0627\u0630\u062c":[4,18,42,57,73,86,92,105,286],"(\u0646\u0645\u0627\u0630\u062c":[5],"\u0627\u0644\u0639\u0648\u0627\u0645\u0644":[6],"\u0648\u0646\u0645\u0627\u0630\u062c":[7],"\u0627\u0644\u0645\u062c\u0627\u0645\u064a\u0639)":[8],"\u0644\u062a\u0628\u0633\u064a\u0637":[9,277],"\u0645\u062f\u062e\u0644\u0627\u062a":[10],"\u0645\u0634\u0643\u0644\u0629":[11],"\u0627\u062e\u062a\u064a\u0627\u0631":[12,182],"\u0627\u0644\u0645\u062d\u0641\u0638\u0629":[13,115,131,152,227],"\u0644\u0645\u0627\u0631\u0643\u0648\u062a\u0632.\u0648\u0643\u0644":[14],"\u0623\u0646\u0645\u0648\u0630\u062c":[15,270,274],"\u0647\u0630\u0647":[17,56,79,91,104,139,232,285],"\u0648\u0636\u0639":[19],"\u0627\u0641\u062a\u0631\u0627\u0636\u0627\u062a":[20],"\u0639\u0646":[21],"\u0633\u0628\u0628":[22],"\u062a\u062d\u0631\u0643":[23],"\u0627\u0644\u0623\u0633\u0647\u0645":[24],"\u0645\u0639":[25],"\u0628\u0639\u0636\u0647\u0627":[26],"\u0627\u0644\u0628\u0639\u0636.\u0648\u0643\u0644":[27],"\u0645\u0646\u0647\u0627":[28],"\u0623\u0641\u0636\u0649":[29],"\u0625\u0644\u0649":[30,63,95,98,180,254],"\u062a\u0631\u0643\u064a\u0628\u0629":[31],"\u0645\u0628\u0633\u0637\u0629":[32],"\u0644\u0645\u0635\u0641\u0648\u0641\u0629":[33],"\u0627\u0644\u0627\u0631\u062a\u0628\u0627\u0637":[34,148,275],"\u0623\u0648":[35,273],"\u0645\u0635\u0641\u0648\u0641\u0629":[36],"\u0627\u0644\u062a\u0628\u0627\u064a\u0646":[37,246],"\u0627\u0644\u0645\u0634\u062a\u0631\u0643":[38,247],"\u0628\u064a\u0646":[39,53],"\u0627\u0644\u0623\u0648\u0631\u0627\u0642":[40,54],"\u0627\u0644\u0645\u0627\u0644\u064a\u0629.\u0647\u0630\u0647":[41],"\u0644\u062a\u062e\u0641\u064a\u0636":[44],"\u0639\u062f\u062f":[45],"\u0627\u0644\u0645\u062f\u062e\u0644\u0627\u062a":[46,49,111,233,281],"\u0648\u062a\u0628\u0633\u064a\u0637":[47],"\u0637\u0628\u064a\u0639\u0629":[48],"\u0627\u0644\u0645\u0637\u0644\u0648\u0628\u0629":[50,112,282],"\u0644\u0644\u062a\u0646\u0628\u0624":[51],"\u0628\u0627\u0644\u0627\u0631\u062a\u0628\u0627\u0637\u0627\u062a":[52,120],"\u0627\u0644\u0645\u0627\u0644\u064a\u0629.\u0627\u0633\u062a\u062e\u062f\u0627\u0645":[55],"\u0643\u0627\u0646":[58,74,196],"\u0627\u0644\u0645\u062a\u0648\u0642\u0639":[60,76,225],"\u0627\u0646":[61,70,77,138,158,186,212,216],"\u064a\u0641\u0636\u064a":[62],"\u0628\u0639\u0636":[64,163],"\u0627\u0644\u062e\u0633\u0627\u0631\u0629":[65,80],"\u0641\u064a":[66,100,239,264],"\u062f\u0642\u0629":[67,101,118],"\u0627\u0644\u062a\u0646\u0628\u0624":[68,119],"\u0628\u0627\u0644\u0627\u0631\u062a\u0628\u0627\u0637\u0627\u062a\u060c\u0625\u0644\u0627":[69],"\u0633\u0647\u0648\u0644\u0629":[71],"\u0627\u0633\u062a\u062e\u062f\u0627\u0645":[72,269],"\u064a\u0639\u0648\u0636":[78],"\u0628\u0627\u0644\u062f\u0642\u0629.\u0644\u0643\u0646":[81],"\u0627\u062b\u0628\u062a":[82],"\u062a\u062c\u0631\u064a\u0628\u064a\u0627\"\u0628\u0623\u0646\u0647":[83],"\u062d\u064a\u0646\u0645\u0627":[84],"\u062a\u0642\u064e\u062f\u0631":[85],"\u0628\u0627\u0633\u062a\u062e\u062f\u0627\u0645":[87],"\u0627\u0644\u0628\u064a\u0627\u0646\u0627\u062a":[88],"\u0627\u0644\u062a\u0627\u0631\u064a\u062e\u064a\u0629":[89],"\u0641\u0627\u0646":[90],"\u0627\u0644\u062a\u0628\u0633\u064a\u0637\u064a\u0629":[93,141,287],"\u062a\u0641\u0636\u064a":[94],"\u0627\u0644\u0632\u064a\u0627\u062f\u0629":[96],"\u0648\u0644\u064a\u0633":[97],"\u0627\u0644\u0627\u0646\u062e\u0641\u0627\u0636":[99],"\u0627\u0644\u062a\u0646\u0628\u0624.\u0648\u0642\u062f":[102],"\u062d\u0638\u064a\u062a":[103],"\u0628\u0627\u0647\u062a\u0645\u0627\u0645":[106],"\u0643\u0628\u064a\u0631":[107],"\u0644\u0623\u0646\u0647\u0627":[108],"\u062e\u0641\u0636\u064e\u062a":[109],"\u0648\u0628\u0633\u064e\u0637\u062a":[110],"\u0644\u0644\u0642\u064a\u0627\u0645":[113],"\u0628\u062a\u062d\u0644\u064a\u0644":[114],"\u0648\u0632\u0627\u062f\u062a":[116],"\u0648\u0627\u0644\u062a\u0628\u0627\u064a\u0646\u0627\u062a":[121,234],"\u0627\u0644\u0645\u0634\u062a\u0631\u0643\u0629.\u0644\u0642\u062f":[122],"\u0646\u0627\u0642\u0634":[123],"\u0647\u0630\u0627":[124],"\u0627\u0644\u0628\u062d\u062b":[125,207],"\u0627\u0644\u0642\u0648\u0627\u0639\u062f":[128],"\u0627\u0644\u0628\u0633\u064a\u0637\u0629":[129],"\u0644\u0627\u062e\u062a\u064a\u0627\u0631":[130],"\u0627\u0644\u0645\u062b\u0644\u0649\u060c\u0648\u0642\u062f":[132],"\u062a\u0648\u0635\u0644":[133,206],"\u0644\u0639\u062f\u062f":[134,208],"\u0627\u0644\u0627\u0633\u062a\u0646\u062a\u0627\u062c\u0627\u062a\u060c\u0645\u0646":[136],"\u0623\u0647\u0645\u0647\u0627":[137,211],"\u0627\u0644\u0623\u0633\u0627\u0644\u064a\u0628":[140],"(\u0627\u0644\u062a\u064a":[142],"\u062a\u0633\u062a\u0646\u062f":[143],"\u0644\u0623\u0646\u0645\u0648\u0630\u062c":[144],"\u0627\u0644\u0645\u0624\u0634\u0631":[145,271],"\u0627\u0644\u0648\u0627\u062d\u062f":[146,272],"\u0648\u0623\u0646\u0645\u0648\u0630\u062c":[147],"\u0627\u0644\u062b\u0627\u0628\u062a)":[149],"\u062a\u0633\u0645\u062d":[150],"\u0644\u0645\u062f\u064a\u0631":[151],"\u0628\u0627\u0644\u062a\u062d\u062f\u064a\u062f":[153,192],"\u0627\u0644\u0633\u0631\u064a\u0639":[154,193],"\u0648\u0627\u0644\u0633\u0647\u0644":[155],"\u0644\u0644\u0645\u062d\u0641\u0638\u0629":[156,202],"\u0627\u0644\u0645\u062b\u0644\u0649.\u0641\u0636\u0644\u0627\"\u0639\u0646":[157],"\u0627\u0644\u0645\u062f\u064a\u0631":[159],"\u063a\u064a\u0631":[160],"\u0627\u0644\u0645\u062a\u0623\u0643\u062f":[161],"\u0627\u0644\u062a\u0642\u062f\u064a\u0631\u0627\u062a":[164,178],"\u0628\u0645\u0642\u062f\u0648\u0631\u0647":[165],"\u0648\u0628\u0633\u0647\u0648\u0644\u0629":[166],"\u062a\u063a\u064a\u064a\u0631\u0647\u0627":[167],"\u0648\u0627\u0644\u062a\u0644\u0627\u0639\u0628":[168],"\u0628\u0647\u0627":[169],"\u0644\u063a\u0631\u0636":[170],"\u062a\u062d\u062f\u064a\u062f":[171],"\u0645\u0627":[172,243],"\u0625\u0630\u0627":[173,195],"\u0643\u0627\u0646\u062a":[174],"\u0627\u0644\u062a\u063a\u064a\u064a\u0631\u0627\u062a":[175],"\u0627\u0644\u0645\u0639\u0642\u0648\u0644\u0629":[176],"\u0644\u0647\u0630\u0647":[177],"\u0633\u062a\u0641\u0636\u064a":[179],"\u0642\u0631\u0627\u0631":[181],"\u0645\u062e\u062a\u0644\u0641":[183],"\u0623\u0645":[184,204],"\u0644\u0627.\u0643\u0645\u0627":[185],"\u0648\u062c\u0648\u062f":[187],"\u0645\u0639\u062f\u0644":[188],"\u0627\u0644\u0642\u0637\u0639":[189],"\u064a\u0633\u0645\u062d":[190],"\u0644\u0644\u0645\u062f\u064a\u0631":[191],"\u0641\u064a\u0645\u0627":[194],"\u0627\u0644\u0648\u0627\u062c\u0628":[198],"\u0625\u062f\u062e\u0627\u0644":[199],"\u0648\u0631\u0642\u0629":[200],"\u062c\u062f\u064a\u062f\u0629":[201],"\u0627\u0644\u0645\u062b\u0644\u0649":[203],"\u0644\u0627.\u0648\u0642\u062f":[205],"\u0627\u0644\u062a\u0648\u0635\u064a\u0627\u062a\u060c\u0645\u0646":[210],"\u0627\u0644\u0645\u0648\u062c\u0648\u062f\u0627\u062a":[213],"\u0627\u0644\u0645\u0627\u0644\u064a\u0629":[214,268],"\u064a\u062c\u0628":[215],"\u062a\u0642\u064e\u064a\u0645":[217],"\u0639\u0644\u0649":[218,230,259,290],"\u0623\u0633\u0627\u0633":[219,231],"\u0639\u0648\u0627\u0626\u062f\u0647\u0627":[220],"\u0627\u0644\u0645\u062a\u0648\u0642\u0639\u0629":[221],"\u0648\u0645\u062e\u0627\u0637\u0631\u062a\u0647\u0627":[222],"\u0648\u0627\u0646":[223],"\u0627\u0644\u0639\u0627\u0626\u062f":[224],"\u0648\u0645\u062e\u0627\u0637\u0631\u0629":[226],"\u0628\u0627\u0644\u0625\u0645\u0643\u0627\u0646":[228],"\u062d\u0633\u0627\u0628\u0647\u0645\u0627":[229],"\u0627\u0644\u0645\u0634\u062a\u0631\u0643\u0629.\u0644\u0643\u0646":[235],"\u0627\u0644\u0645\u0639\u0636\u0644\u0629":[236],"\u0627\u0644\u0623\u0633\u0627\u0633":[237],"\u062a\u0643\u0645\u0646":[238],"\u062d\u0633\u0627\u0628":[240],"\u0645\u062e\u0627\u0637\u0631\u0629":[241],"\u0627\u0644\u0645\u062d\u0641\u0638\u0629.\u0648":[242],"\u062f\u0627\u0645":[244],"\u062a\u062d\u0644\u064a\u0644":[245],"\u0627\u0644\u0643\u0627\u0645\u0644":[248],"\u0644\u0645\u0627\u0631\u0643\u0648\u062a\u0632":[249],"\u0647\u0648":[250],"\u0628\u0627\u0644\u063a":[251],"\u0627\u0644\u062a\u0639\u0642\u064a\u062f":[252],"\u0648\u064a\u062d\u062a\u0627\u062c":[253],"\u0643\u0645":[255,279],"\u0636\u062e\u0645":[256],"\u062c\u062f\u0627\"\u0645\u0646":[257],"\u0627\u0644\u062d\u0633\u0627\u0628\u0627\u062a\u060c\u0641\u064a\u062a\u0639\u064a\u0646":[258],"\u0627\u0644\u0645\u0633\u062a\u062b\u0645\u0631\u064a\u0646":[260],"\u0648\u0645\u062f\u064a\u0631\u064a":[261],"\u0627\u0644\u0645\u062d\u0627\u0641\u0638":[262],"\u0627\u0644\u0639\u0627\u0645\u0644\u064a\u0646":[263],"\u0633\u0648\u0642":[265],"\u0627\u0644\u0639\u0631\u0627\u0642":[266],"\u0644\u0644\u0623\u0648\u0631\u0627\u0642":[267],"\u0627\u0644\u062b\u0627\u0628\u062a":[276],"\u0648\u062a\u0642\u0644\u064a\u0644":[278],"\u0648\u0646\u0648\u0639":[280],"\u0644\u0644\u062a\u062d\u0644\u064a\u0644":[283],"\u062e\u0635\u0648\u0635\u0627\"\u0648\u0627\u0646":[284],"\u0623\u062b\u0628\u062a\u062a":[288],"\u062c\u062f\u0627\u0631\u062a\u0647\u0627":[289],"\u0627\u0644\u0645\u0633\u062a\u0648\u064a\u064a\u0646":[291],"\u0627\u0644\u0646\u0638\u0631\u064a":[292],"\u0648\u0627\u0644\u0639\u0645\u0644\u064a.":[293]},"counts_by_year":[],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2020-10-29T00:00:00"}
