نموذج برمجة بالأهداف مع دوال الرضا لاختيار المحفظة المالية فـي السـوق الماليـة السـعودية

المؤلفون

  • محمد الحنيف المؤلف
  • محمد الصادق الشريف المؤلف
  • نبيل منصور المؤلف

DOI:

https://doi.org/10.59992/rrt49e48

الكلمات المفتاحية:

اختيار المحفظة المالية، البرمجة بالأهداف بدوال الرضا، تفضيلات المستثمر، رأس المال الاستثمار، العوائد، عدد الأسهم، المخاطر

الملخص

تقترح هذه الورقة نموذج برمجة بالأهداف مع دوال الرضا لمشكلة اختيار المحفظة المالية مع الأخذ بعين الاعتبار أهداف متضاربة مثل رأس المال الاستثمار والعائد والمخاطر في بيئة استثمارية تتسم بعدم التأكد. الهدف من هذه الورقة هو صياغة مقاربة متعددة الأهداف لاختيار محفظة مالية يتضمن معلمات ضبابية ودمج تفضيلات المستثمر صراحة من خلال مفهوم دوال الرضا. سوف يتم تطبيق النموذج المقترح لاختيار المحفظة المالية داخل السوق الماليـة السـعودية ومناقشة النتائج المتحصل عليها. تظهر النتائج العملية أن المستثمر تم إدماجه بشكل جيد في عملية الأمثَلة والحل في مشكلة اختيار المحفظة.

السير الشخصية للمؤلفين

  • محمد الحنيف

    قسم الأساليب الكمية، كلية إدارة الأعمال، جامعة الملك فيصل، ص. ب. 400، الإحساء 31982، المملكة العربية السعودية

  • محمد الصادق الشريف

    قسم الأساليب الكمية، كلية إدارة الأعمال، جامعة الملك فيصل، ص. ب. 400، الإحساء 31982، المملكة العربية السعودية

  • نبيل منصور

    قسم الأساليب الكمية، وحدة البحث الاقتصاد التطبيقي والمحاكاة، كلية العلوم الاقتصادية و التصرف بالمهدية، جامعة المنستير، حي سيدي مسعود هيبون 5111 المهدية، الجمهورية التونسية

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التنزيلات

منشور

2023-03-15

إصدار

القسم

Articles

كيفية الاقتباس

نموذج برمجة بالأهداف مع دوال الرضا لاختيار المحفظة المالية فـي السـوق الماليـة السـعودية. (2023). المجلة الدولية للبحوث العلمية, 2(3). https://doi.org/10.59992/rrt49e48