{"id":"https://openalex.org/W4399713193","doi":"https://doi.org/10.36325/ghjec.v18i00.14447","title":"\u062a\u0642\u064a\u064a\u0645 \u0627\u062f\u0627\u0621 \u0627\u0644\u0645\u062d\u0641\u0638\u0629 \u0627\u0644\u0627\u0633\u062a\u062b\u0645\u0627\u0631\u064a\u0629 \u0648\u0641\u0642\u0627\u064b \u0644\u0645\u062e\u0627\u0637\u0631\u0647\u0627 \u0627\u0644\u0633\u0648\u0642\u064a\u0629 \u062f\u0631\u0627\u0633\u0629 \u062a\u062d\u0644\u064a\u0644\u064a\u0629 \u0644\u0639\u064a\u0646\u0629 \u0645\u0646 \u0627\u0644\u0645\u0635\u0627\u0631\u0641 \u0627\u0644\u0645\u062f\u0631\u062c\u0629 \u0641\u064a \u0633\u0648\u0642 \u0627\u0644\u0639\u0631\u0627\u0642 \u0644\u0644\u0623\u0648\u0631\u0627\u0642 \u0627\u0644\u0645\u0627\u0644\u064a\u0629 \u0644\u0644\u0641\u062a\u0631\u0629 \u0645\u0646 (2013-2020)","display_name":"\u062a\u0642\u064a\u064a\u0645 \u0627\u062f\u0627\u0621 \u0627\u0644\u0645\u062d\u0641\u0638\u0629 \u0627\u0644\u0627\u0633\u062a\u062b\u0645\u0627\u0631\u064a\u0629 \u0648\u0641\u0642\u0627\u064b \u0644\u0645\u062e\u0627\u0637\u0631\u0647\u0627 \u0627\u0644\u0633\u0648\u0642\u064a\u0629 \u062f\u0631\u0627\u0633\u0629 \u062a\u062d\u0644\u064a\u0644\u064a\u0629 \u0644\u0639\u064a\u0646\u0629 \u0645\u0646 \u0627\u0644\u0645\u0635\u0627\u0631\u0641 \u0627\u0644\u0645\u062f\u0631\u062c\u0629 \u0641\u064a \u0633\u0648\u0642 \u0627\u0644\u0639\u0631\u0627\u0642 \u0644\u0644\u0623\u0648\u0631\u0627\u0642 \u0627\u0644\u0645\u0627\u0644\u064a\u0629 \u0644\u0644\u0641\u062a\u0631\u0629 \u0645\u0646 (2013-2020)","publication_year":2022,"publication_date":"2022-11-17","ids":{"openalex":"https://openalex.org/W4399713193","doi":"https://doi.org/10.36325/ghjec.v18i00.14447"},"language":"ar","primary_location":{"id":"doi:10.36325/ghjec.v18i00.14447","doi":"https://doi.org/10.36325/ghjec.v18i00.14447","is_oa":true,"landing_page_url":"http://dx.doi.org/10.36325/ghjec.v18i00.14447","pdf_url":"https://journal.uokufa.edu.iq/index.php/ghjec/article/download/14447/12113","source":{"id":"https://openalex.org/S5407043129","display_name":"Al-Ghary Journal of Economic and Administrative Sciences","issn_l":"1994-0947","issn":["1994-0947","3006-1911","3006-192X"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Al-Ghary Journal of Economic and Administrative Sciences","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://journal.uokufa.edu.iq/index.php/ghjec/article/download/14447/12113","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5099147660","display_name":"\u0645\u0631\u0648\u0629 \u0639\u0627\u0634\u0648\u0631 \u0639\u0648\u064a\u062f","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I39498419","display_name":"University of Wasit","ror":"https://ror.org/02ee2t316","country_code":"IQ","type":"education","lineage":["https://openalex.org/I39498419"]}],"countries":["IQ"],"is_corresponding":false,"raw_author_name":"\u0645\u0631\u0648\u0629 \u0639\u0627\u0634\u0648\u0631 \u0639\u0648\u064a\u062f","raw_affiliation_strings":["\u062c\u0627\u0645\u0639\u0629 \u0648\u0627\u0633\u0637\u060c \u0643\u0644\u064a\u0629 \u0627\u0644\u0627\u062f\u0627\u0631\u0629 \u0648\u0627\u0644\u0627\u0642\u062a\u0635\u0627\u062f"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"\u062c\u0627\u0645\u0639\u0629 \u0648\u0627\u0633\u0637\u060c \u0643\u0644\u064a\u0629 \u0627\u0644\u0627\u062f\u0627\u0631\u0629 \u0648\u0627\u0644\u0627\u0642\u062a\u0635\u0627\u062f","institution_ids":["https://openalex.org/I39498419"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5099147661","display_name":"\u0645\u062d\u0645\u062f \u0634\u0647\u0627\u0628 Bakhit","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I39498419","display_name":"University of Wasit","ror":"https://ror.org/02ee2t316","country_code":"IQ","type":"education","lineage":["https://openalex.org/I39498419"]}],"countries":["IQ"],"is_corresponding":false,"raw_author_name":"\u0645\u062d\u0645\u062f \u0634\u0647\u0627\u0628 Bakhit","raw_affiliation_strings":["\u062c\u0627\u0645\u0639\u0629 \u0648\u0627\u0633\u0637\u060c \u0643\u0644\u064a\u0629 \u0627\u0644\u0627\u062f\u0627\u0631\u0629 \u0648\u0627\u0644\u0627\u0642\u062a\u0635\u0627\u062f"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"\u062c\u0627\u0645\u0639\u0629 \u0648\u0627\u0633\u0637\u060c \u0643\u0644\u064a\u0629 \u0627\u0644\u0627\u062f\u0627\u0631\u0629 \u0648\u0627\u0644\u0627\u0642\u062a\u0635\u0627\u062f","institution_ids":["https://openalex.org/I39498419"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5060487460","display_name":"\u0639\u0628\u062f \u0627\u0644\u0631\u0636\u0627 \u062d\u0633\u0646 \u0633\u0639\u0648\u062f","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I39498419","display_name":"University of Wasit","ror":"https://ror.org/02ee2t316","country_code":"IQ","type":"education","lineage":["https://openalex.org/I39498419"]}],"countries":["IQ"],"is_corresponding":false,"raw_author_name":"\u0639\u0628\u062f \u0627\u0644\u0631\u0636\u0627 \u062d\u0633\u0646 \u0633\u0639\u0648\u062f","raw_affiliation_strings":["\u062c\u0627\u0645\u0639\u0629 \u0648\u0627\u0633\u0637\u060c \u0643\u0644\u064a\u0629 \u0627\u0644\u0627\u062f\u0627\u0631\u0629 \u0648\u0627\u0644\u0627\u0642\u062a\u0635\u0627\u062f"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"\u062c\u0627\u0645\u0639\u0629 \u0648\u0627\u0633\u0637\u060c \u0643\u0644\u064a\u0629 \u0627\u0644\u0627\u062f\u0627\u0631\u0629 \u0648\u0627\u0644\u0627\u0642\u062a\u0635\u0627\u062f","institution_ids":["https://openalex.org/I39498419"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I39498419"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"18","issue":"00","first_page":"631","last_page":"666"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.39719998836517334,"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":0.39719998836517334,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.26589998602867126,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.13920000195503235,"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/investment-portfolio-performance","display_name":"investment portfolio performance","score":0.8109999895095825},{"id":"https://openalex.org/keywords/market-risk","display_name":"market risk","score":0.9279999732971191},{"id":"https://openalex.org/keywords/value-at-risk","display_name":"value at risk","score":0.9589999914169312},{"id":"https://openalex.org/keywords/sharpe-ratio","display_name":"Sharpe ratio","score":0.9929999709129333},{"id":"https://openalex.org/keywords/iraqi-banks","display_name":"Iraqi banks","score":0.9120000004768372},{"id":"https://openalex.org/keywords/bank-investment-portfolios","display_name":"bank investment portfolios","score":0.4449999928474426}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.269569456577301}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.36325/ghjec.v18i00.14447","doi":"https://doi.org/10.36325/ghjec.v18i00.14447","is_oa":true,"landing_page_url":"http://dx.doi.org/10.36325/ghjec.v18i00.14447","pdf_url":"https://journal.uokufa.edu.iq/index.php/ghjec/article/download/14447/12113","source":{"id":"https://openalex.org/S5407043129","display_name":"Al-Ghary Journal of Economic and Administrative Sciences","issn_l":"1994-0947","issn":["1994-0947","3006-1911","3006-192X"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Al-Ghary Journal of Economic and Administrative Sciences","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:5d3c9d0a7eb24273bb6442b5db246272","doi":null,"is_oa":false,"landing_page_url":"https://doaj.org/article/5d3c9d0a7eb24273bb6442b5db246272","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"\u0645\u062c\u0644\u0629 \u0627\u0644\u063a\u0631\u064a \u0644\u0644\u0639\u0644\u0648\u0645 \u0627\u0644\u0627\u0642\u062a\u0635\u0627\u062f\u064a\u0629 \u0648\u0627\u0644\u0627\u062f\u0627\u0631\u064a\u0629, Vol 18, Iss 00 (2022)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.36325/ghjec.v18i00.14447","doi":"https://doi.org/10.36325/ghjec.v18i00.14447","is_oa":true,"landing_page_url":"http://dx.doi.org/10.36325/ghjec.v18i00.14447","pdf_url":"https://journal.uokufa.edu.iq/index.php/ghjec/article/download/14447/12113","source":{"id":"https://openalex.org/S5407043129","display_name":"Al-Ghary Journal of Economic and Administrative Sciences","issn_l":"1994-0947","issn":["1994-0947","3006-1911","3006-192X"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["doaj"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Al-Ghary Journal of Economic and Administrative Sciences","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4399713193.pdf","grobid_xml":"https://content.openalex.org/works/W4399713193.grobid-xml"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W4400143330","https://openalex.org/W7221234109","https://openalex.org/W4395666067","https://openalex.org/W7219283175","https://openalex.org/W7221209789","https://openalex.org/W4367674630","https://openalex.org/W4388661497","https://openalex.org/W4399713760","https://openalex.org/W4288686002","https://openalex.org/W7160771796"],"abstract_inverted_index":{"\u064a\u0643\u0634\u0641":[0],"\u0627\u0644\u0628\u062d\u062b":[1,47,87,104,135,155],"\u0639\u0646":[2],"\u062c\u0627\u0646\u0628":[3],"\u0645\u0647\u0645":[4],"\u0645\u0646":[5,37,56,110,137],"\u062c\u0648\u0627\u0646\u0628":[6],"\u0627\u0644\u0645\u062d\u0641\u0638\u0629":[7,51,93,144],"\u0627\u0644\u0627\u0633\u062a\u062b\u0645\u0627\u0631\u064a\u0629":[8,52,94,162],"\u060c":[9,152],"\u0627\u0630":[10],"\u062a\u0639\u062a\u0628\u0631":[11],"\u0639\u0645\u0644\u064a\u0629":[12],"\u0627\u0644\u062a\u0642\u064a\u064a\u0645":[13,21,44,70],"\u0627\u0633\u0627\u0633\u0627\u064b":[14],"\u0641\u064a":[15,33,41,69,81,90,117,120],"\u0627\u0644\u0642\u0631\u0627\u0631":[16],"\u0627\u0644\u0627\u0633\u062a\u062b\u0645\u0627\u0631\u064a":[17],"\u061b\u0648\u0645\u0639":[18],"\u062a\u0639\u062f\u062f":[19],"\u0646\u0645\u0627\u0630\u062c":[20],"\u0648\u0627\u062e\u062a\u0644\u0627\u0641":[22],"\u0627\u0631\u0627\u0621":[23],"\u0627\u0644\u0628\u0627\u062d\u062b\u064a\u0646":[24,31],"\u062d\u0648\u0644":[25],"\u062c\u062f\u0648\u0649":[26],"\u0647\u0630\u0647":[27,34],"\u0627\u0644\u0646\u0645\u0627\u0630\u062c":[28,38],"\u0641\u0642\u062f":[29,105],"\u0637\u0631\u062d":[30],"\u0648\u0627\u0644\u0639\u0644\u0645\u0627\u0621":[32],"\u0627\u0644\u0645\u062c\u0627\u0644":[35],"\u0627\u0644\u0639\u062f\u064a\u062f":[36],"\u0627\u0644\u062a\u064a":[39,113],"\u062a\u062e\u062a\u0644\u0641":[40],"\u0645\u0633\u062a\u0648\u0649":[42],"\u0643\u0641\u0627\u0621\u0629":[43],".\u0648\u0628\u0647\u0630\u0627":[45],"\u064a\u0642\u062a\u0631\u062d":[46],"\u0627\u0644\u062d\u0627\u0644\u064a":[48],"\u062a\u0642\u064a\u064a\u0645":[49,92,127,142],"\u0627\u062f\u0627\u0621":[50,143],"\u0648\u0641\u0642\u0627\u064b":[53,95,149],"\u0644\u0645\u062e\u0627\u0637\u0631\u0647\u0627":[54,96,150],"\u0627\u0644\u0633\u0648\u0642\u064a\u0629":[55,97,151],"\u062e\u0644\u0627\u0644":[57],"\u0627\u0639\u062a\u0645\u0627\u062f":[58,107],"\u0646\u0645\u0648\u0630\u062c\u064a\u0646":[59],"\u0647\u0645\u0627":[60],"\u0627\u0644\u0642\u064a\u0645\u0629":[61,99,146],"\u0627\u0644\u0645\u0639\u0631\u0636\u0629":[62,100,147],"\u0644\u0644\u0645\u062e\u0627\u0637\u0631\u0629":[63,101,148],"\u0648\u0627\u0644\u0630\u064a":[64],"\u064a\u0639\u062a\u0628\u0631":[65,77],"\u0627\u062d\u062f":[66],"\u0627\u0644\u0645\u0642\u0627\u064a\u064a\u0633":[67],"\u0627\u0644\u062d\u062f\u064a\u062b\u0629":[68],"\u0648\u0645\u0642\u0627\u0631\u0646\u0629":[71],"\u0627\u0644\u0646\u062a\u0627\u0626\u062c":[72],"\u0645\u0639":[73],"\u0646\u0645\u0648\u0630\u062c":[74,79],"\u0634\u0627\u0631\u0628":[75],"\u0627\u0644\u0630\u064a":[76],"\u0627\u0644\u0627\u062e\u064a\u0631":[78],"\u062a\u0642\u0644\u064a\u062f\u064a":[80],"\u0627\u0644\u062a\u0642\u064a\u064a\u0645\u060c":[82],"\u0648\u0645\u0646":[83],"\u0647\u0646\u0627":[84],"\u062a\u0628\u0631\u0632":[85],"\u0645\u0634\u0643\u0644\u0629":[86],"\u0648\u0627\u0644\u062a\u064a":[88],"\u062a\u0643\u0645\u0646":[89],"\u0627\u0645\u0643\u0627\u0646\u064a\u0629":[91,141],"\u0628\u0627\u0639\u062a\u0645\u0627\u062f":[98],"VaR.\u0648\u0644\u062a\u062d\u0642\u064a\u0642":[102],"\u0647\u062f\u0641":[103],"\u062a\u0645":[106,126],"\u0639\u064a\u0646\u0629":[108,159],"\u0642\u0635\u062f\u064a\u0629":[109],"\u0627\u0644\u0645\u0635\u0627\u0631\u0641":[111,158],"\u0627\u0644\u0639\u0631\u0627\u0642\u064a\u0629":[112],"\u062a\u0645\u0644\u0643":[114],"\u0645\u062d\u0641\u0638\u0629":[115],"\u0627\u0633\u062a\u062b\u0645\u0627\u0631\u064a\u0629":[116],"\u0627\u0646\u0634\u0637\u062a\u0647\u0627":[118],"\u062a\u0645\u062b\u0644\u062a":[119],"\u0645\u0635\u0631\u0641":[121],"\u0628\u063a\u062f\u0627\u062f":[122],"\u0648\u0645\u0635\u0631\u0641":[123],"\u0643\u0648\u0631\u062f\u0633\u062a\u0627\u0646":[124],"\u0648\u0642\u062f":[125],"\u0627\u062f\u0627\u0626\u0647\u0627":[128,168],"\u0628\u0634\u0643\u0644":[129,164],"\u0633\u0646\u0648\u064a":[130],"\u0644\u0644\u0645\u062f\u0629":[131],"2013-":[132],"2020":[133],".\u062a\u0648\u0635\u0644":[134],"\u0644\u0645\u062c\u0645\u0648\u0639\u0629":[136],"\u0627\u0644\u0627\u0633\u062a\u0646\u062a\u0627\u062c\u0627\u062a":[138],"\u0648\u0627\u0644\u062a\u0648\u0635\u064a\u0627\u062a":[139],"\u0627\u0647\u0645\u0647\u0627":[140],"\u0628\u0627\u0633\u062a\u062e\u062f\u0627\u0645":[145],"\u0643\u0645\u0627":[153],"\u064a\u0648\u0635\u064a":[154],"\u0628\u0636\u0631\u0648\u0631\u0629":[156],"\u0627\u0647\u062a\u0645\u0627\u0645":[157],"\u0627\u0644\u062f\u0631\u0627\u0633\u0629":[160],"\u0628\u0627\u0644\u0645\u062d\u0627\u0641\u0638":[161],"\u0648\u062a\u0642\u064a\u064a\u0645\u0647\u0627":[163],"\u062f\u0648\u0631\u064a":[165],"\u0644\u0644\u0648\u0642\u0648\u0641":[166],"\u0639\u0644\u0649":[167],"\u0648\u0627\u0644\u062a\u0646\u0628\u0624":[169],"\u0628\u0627\u0644\u0645\u062e\u0627\u0637\u0631":[170],"\u0627\u0644\u0645\u0633\u062a\u0642\u0628\u0644\u064a\u0629":[171],".":[172]},"counts_by_year":[],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2024-06-17T00:00:00"}
