الفهرس 
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Abstract
The main objective of this research is to develop a Decision Support System for financial Investments, in order to construct an optimal well diversified portfolio in respect to return/risk relationship, through forecasting the return and calculating the degree of risk.This study is divided into seven chapters, and two appendices:
Chapter One, is an introduction to the study and the study’s main objective.
Chapter Two, is a Decision Support System literature survey presenting an introduction about different information systems and their importance, the decision making process, and the Decision Support Systems’ types, definitions and characteristics, components and technologies.
Chapter Three, presents a literature review about the investment process, the portfolio construction, and the importance of diversification for the portfolio total risk.
Chapter Four, presents portfolio optimization, the different methods that could be used for portfolio optimization, and Sharpe’s CAPM model for portfolio optimization.
Chapter Five, presents the importance of stock prices forecasting for financial decision making, and the different forecasting techniques.
Chapter Six, presents the case studies, the data used, and a comparative study for two models applied for portfolio optimization on three different sizes data sets, the first model is Sharpe’s CAPM and the second model is our contribution of modified Sharpe by applying stock price forecasting through forecasting the stock price to provide a guess on expected losers and eliminating them from the optimum portfolio reached from Model one, and analysis of the obtained results is presented at the end of this chapter.