KAPITAL BOZORIDA INVESTITSIYA PORTIFELI TAHLILI

Mualliflar

  • Toshkent davlat iqtisodiyot universiteti

Annotasiya

Ushbu maqolada Oʻzbekiston fond bozori va fond bozorida faoliyat yuritayotgan investorlar uchun investitsiya portifelini tanlashda qimmatli qogʻozlarni CAPM modeli va boshqa koʻrsatgichlar asosida tahlil qilingan. Bunday tashqari, Oʻzbekiston fond bozorini rivojlanish istiqbollari, muammolari va ularning yechimlari atroflicha tadqiq etilgan. Investitsion portfel tahlili kapital bozorida investitsiya portfellarining samaradorligini baholash uchun qo'llaniladigan muhim vositadir. Ushbu tahlil portfeldagi aktsiyalar va boshqa moliyaviy vositalar kabi turli aktivlarni baholashni o'z ichiga oladi. Shuniningdek, maqolada investitsiyalarining riskini va daromadliligini baholash va daromadlarini maksimal darajada oshirish uchun investorlarga zarur tahlillar tadqiq etilgan.

Kalit so‘zlar:

Oʻzbekiston fond bozori CAPM modeli investitsiya portifeli riskli qimmatli qogʻozlar fond bozori koʻrsatgichlari moliyaviy koeffitsientlar portifel riski

Bibliografik manbalar

Eugene Fama F., (1970), “Efficient Capital Markets: A Review of Theory and Empirical Work”, Journal of Financial Economics, pp. 383-417

Harry Markowitz, (1952) “Portfolio Selection” The Journal of Finance, Vol. 7, No. 1. Mar. pp. 77-91.

John Lintner (1665) The Valuation of Risk Assets and the Selection of Risky Investment in Stock Portfolios and Capital Budgets, The Review of Economics and statistics, Vol 47, No. 1. Feb. pp. 13-37

Modigliani F.G, Jones F.J., Ferri M.G. va Fabozzi F.J., (2001) “Foundations of Financial Markets and Institutions”, Textbook– January 1.

Modigliani F., Miller M., (1958), "The Cost of Capital, Corporation Finance and the Theory of Investment" The American Economic Reviiew, Vol. 48, No. 3 (Jun., 1958), pp. 261-297

Richard Roll, (1978), "A Critique of the Asset Pricing Theory's Tests Part I: On Past and Potential Testability of the Theory", Journal of Financial Economics, p. 129-176.

William F. Sharpe, (1964) “Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk”, The Journal of Finance

Yuklashlar

Nashr qilingan

Qanday qilib iqtibos keltirish kerak

Sindarov, F. (2023). KAPITAL BOZORIDA INVESTITSIYA PORTIFELI TAHLILI. Iqtisodiy taraqqiyot va tahlil, 1(1), 76–84. Retrieved from https://e-itt.uz/index.php/eitt/article/view/14