Author(s): Shatha Abdul Hussein Jebur, Shakir Mohsen Saber, Asaad Hameed Hamzah albudairi
The present study aims to test the sharp and Sortino models' ability to inform investment portfolios from the shares of companies listed in the Iraq Stock Exchange for the period from (2015-2019). The return and risk of portfolios in light of the two models were used to compare them. The cut rate was also used to evaluate the performance of portfolios and choose the best portfolio. The three researchers reached several conclusions, the most important of which was that the Sharp model measures the portfolio's return better than the Sortino model. The present study seeks to apply this method to the shares of the Iraqi market for securities for the banking sector, based on the principles of Markowitz's theory for managing investment portfolios.