ميترا ايزدي

Financial markets and the exchange play a significant role in the economic growth of a society, and people, as the main source of these markets, are looking for a way to eva‎luate the performance of their funds. In this regard, countless models and ratios have been presented to optimize the stock portfolio with the aim of increasing profits and reducing risks from investment. In this research, the Omega ratio has been used to eva‎luate the performance of the selected stock portfolio. People have obtained their funds from various sources, the level of their risk-taking depends on the source of the asset. In fact, every person has many mental classifications about his assets, including that they divide entire assets into parts and has a specific plan for each section in the future. People's definition of good investment is different according to their behavioral characteristics and mental expectations. In this research, a new model for optimizing the stock portfolio using the Omega ratio and considering people's expectations has been presented. In fact, people's assets are divided into different sub-portfolios, and for each part of the sub-portfolio, the investor's desired return amount is considered. The model of this research is a single-objective and linear model.

بهينه سازي سبد سهام , نسبت امگا , حسابداري ذهني جمعي , بازده

Stock portfolio optimization , Omega ratio , collective mental accounting , Return

Mitra Izadi

Dr. Emran Mohamadi