The Use of Quantitative Methods to Evaluate Social Insurance Investment Portfolios in the Republic of Yemen: A Practical Analytical Study during the Period 2005-2015 10.35781/1637-000-125-007

Abstract

This study aims to evaluate the social insurance investment portfolios using quantitative methods (during the period 2015-2005). this study relied on the descriptive analytical approach in its theoretical part, as the most appropriate approach to the nature of the subject, and in support of the theoretical study, the deductive approach was relied on as a quantitative approach using quantitative mathematical and statistical methods in the applied part. The study concluded a number of results, the most important of which are: the average rate of actual investment return of the portfolio of the General Authority for insurance and pensions reached .6%, which is a nominal rate of return, And it is not real, and that the total risk score of the investment portfolio of the General Authority for insurance and pensions according to the Markowitz model using the standard deviation was estimated at 2.3%, and that the investment performance assessment of the efficiency of the investment portfolio of the General Authority for insurance and pensions lost all the years of study, and on average by a negative amount (3.39 -), according to the sharp scale.