The Impact of the Market Risk Premium on the Return of the Investment Portfolio in the Iraqi Stock Exchange - An Applicative Study
DOI:
https://doi.org/10.36322/jksc.v1i65.9441Keywords:
Market Risk Premium, Investment Portfolio Return, Iraq Stock MarketAbstract
The present paper aims to identify the market risk premium and the extent of its impact on the return on the investment portfolio of a sample of banks that are listed in the Iraqi market for securities, and the possibility of determining the best companies for the banking sector that are listed in the Iraqi market for securities, as the research community represented the banks listed in the Iraqi market for securities, while The research sample comprises (4) banks listed in the Iraqi financial market between (2016-2014) for a period of three years. The factor of the market risk premium on the return on the investment portfolio of the banks is the research variable.
Downloads
References
أولا: المراجع العربية:
الكتب
- يلول، مختار محمد،" الأسهم والسندات"، جامعة الملك سعود، الرياض ,1988.
- دريد كامل آل شبيب،" إدارة المحافظ الاستثمارية"، دار المسيرة للنشر والتوزيع والطباعة، عمان، الأردن, الطبعة الأولى , 2010.
- الداغر , محمود محمد," الأسواق المالية " , دار الشروق للنشر والتوزيع , عمان, الطبعة الأولى ,2007.
الرسائل والبحوث
- المخلافي ,عبد العزيز محمد احمد, "تحليل كفاية راس المال المصرفي واثره في المخاطرة والعائد على وفق المعايير الدولية", أطروحة دكتوراه ,كلية الإدارة والاقتصاد, جامعة بغداد,2004.
- السلطان ,حسن, "أداة مخاطر الاستثمار المالي", رسالة ماجستير, كلية الاقتصاد, جامعة دمشق,2009.
- الزعلوك , إبراهيم محمد ," اثر تغيير العائد المتحقق على العائد المطلوب في ظل نموذج (CAPM)- دراسة تطبيقية ", مجلة العلوم الاقتصادية وعلوم التسيير , جامعة التحدي , العدد(5), المجلد(5) , 2005.
ثالثا : المراجع الأجنبية:
- Andrew, A., Jun, L. ,"Risk, Return, And Dividend", journal of financial economics, volume 85,2007.
- Fama, E. F., French, K. R. ,"The Capital Asset Pricing Model (Theory and Evidence)", Journal of Economic perspective, volume 18, number 3,2004.
- Ross , Stephen A., Wester field , Randolph W., & Jaffe , Jeffrey F.,& Jordon, Bradford D. , "Modern Financial Management" , McGraw – Hill Irwin , 2008.
- Brigham, Eugene F, Ehrhardt, Michael c, (), Financial Management Theory and Practice , 13th Edition , Lachina pub,2011.
- Brigham F. Eugene & Dave's" Intermediate financial Management"8thEdition .Thomson-south western U.S.A,2004.
-McMenamin , Jim" Financial Management an introduction" Rutledge. London U.K , 1999.
- Bodie Zvi , Kane , Alex and Marcus , Alan. J " Essentials of investment " McGraw-Hill U.S.A 2007.
ثالثا: المواقع الالكترونية :
- https://cdn.corporatefinanceinstitute.com/assets/market-risk-premium.png.
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2022 Journal of Kufa Studies Center
This work is licensed under a Creative Commons Attribution 4.0 International License.
Permit others to distribute and copy the manuscript, to create extracts, abstracts, and other revised versions, adaptations, or derivative works of or from the manuscript (such as a translation), to include in a collective work, to text or data mine the article, even for commercial purposes, as long as they credit the author(s), do not represent the author as endorsing their adaptation of the article, and do not modify the article in such a way as to damage the author''''s honor or reputation. Further details are found at Creative Commons Attribution 4.0 International (CC BY 4.0)
