MAHDI SALEH MAHDI; AHMED KHUDHAIR AHMED. Building the optimal portfolio using the Shape Model-Sortino Ratio An applied study of a number of companies in the Saudi stock market. Tikrit Journal of Administrative and Economic Sciences, [S. l.], v. 20, n. 67, part 1, p. 423–442, 2024. DOI: 10.25130/tjaes.20.67.1.21. Disponível em: https://www.tjaes.org/index.php/tjaes/article/view/1961. Acesso em: 11 sep. 2026.