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ANALYSIS OF EFFICIENCY OF INVESTMENT PORTFOLIOS IN TERMS OF PROFITABILITY AND RISK FACTORS

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Iqtisodiy taraqqiyot va tahlil

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ARTICLE ANNOTATION

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Maximizing the expected return on investment and reducing the level of possible risk for investors is always a relevant issue. This article discusses modern portfolio theories, expected portfolio returns, and risk factors. Harry Markowitz's modern portfolio theory, his views, and other economists' observations on investment and portfolios are discussed. In the analysis part, a portfolio of 3-year shares of joint-stock companies in Uzbekistan is created, and the expected average income from the portfolio and portfolio risk are determined. Based on the results of the analysis, scientific and practical conclusions are given.

AUTHORS

H.Haydarov

Toshkent Davlat iqtisodiyot universiteti

Tags

# portfeldan kutilayotgan daromad# portfel riski# portfel variatsiyasi# zamonaviy portfel nazariyasi# portfel kovoratsiyasi# portfel ogʻirligi.# ожидаемая доходность портфеля# риск портфеля# вариация портфеля# современная теория портфеля# ковариация портфеля# вес портфеля.# portfolio expected return# portfolio risk# portfolio variation# modern portfolio theory# portfolio covariance# portfolio weight.

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Article Identifiers

ROI:

https://eroi.uz/11.0183/A0325-0001

DOI:

Not Available

References

CFI (2022). Friedman Doctrine. [online] Corporate Finance Institute. Available at: https://corporatefinanceinstitute.com/resources/equities/friedman-doctrine/.

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PF-158-сон 11.09.2023. “O‘zbekiston — 2030” strategiyasi to‘g‘risida. [online] Available at: https://lex.uz/ru/docs/-6600413.

Markowitz H.M. (1959). “Portfolio Selection: Efficient Diversification of Investments”. New York: John Wiley & Sons.

Merton R. C. (1977), “On the pricing of contingent claims and the Modigliani-Miller theorem”, Journal of Financial Economics, Volume 5, Issue 2, Pages 241-249.

Sindarov.F.Q. (2024). “Kapital Aktivlarni Baholash Modeli (Capm) Asosida Investitsiya Portfelining Daromadliligini Baholash” Iqtisodiyot va ta’lim 2024-yil 1-son 35-41 betlar.

Treynor J. L. (1962), “Toward A Theory Of Market Value Of Risky Assets”, Treynor on Institutional Investing Chapter 6, Pages 49-59.